Principles of Random Walk /

This book is devoted exclusively to a very special class of random processes, namely to random walk on the lattice points of ordinary Euclidean space. The author considered this high degree of specialization worth while, because of the theory of such random walks is far more complete than that of an...

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Bibliographic Details
Main Author: Spitzer, Frank
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1964.
Edition:Second edition.
Series:Graduate texts in mathematics ; 34.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Classification of Random Walk
  • Harmonic Analysis
  • Two-dimensional Recurrent Random Walk
  • Random Walk on a Half-Line
  • Random Walk on a Interval
  • Transient Random Walk
  • Recurrent Random Walk.