科图分类法:
O211.6 版次:
中图分类法:
O211.6 版次:
著者:
Lawler, Gregory F.,
题名:
Random walk : [ a modern introduction /] / ,
出版发行:
出版地: Cambridge ; 出版社: Cambridge University Press, 出版日期: c2010.
载体形态:
xii, 364 p. : ill. ; 24 cm.
内容提要:
"Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important class of random walks on the integer lattice. It is suitable for probabilists, mathematicians working in related fields, and for researchers in other disciplines who use random walks in modeling"--Provided by publisher.
主题词:
Random walks (Mathematics)
主要责任者:
Limic, Vlada.