1.

Record Nr.

UNINA9910450697803321

Autore

Révész Pál

Titolo

Random walk in random and non-random environments [[electronic resource] /] / Pál Révész

Pubbl/distr/stampa

Hackensack, N.J., : World Scientific, c2005

ISBN

1-281-90576-3

9786611905767

981-270-336-5

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (397 p.)

Disciplina

519.2/82

Soggetti

Random walks (Mathematics)

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 357-373) and indexes.

Nota di contenuto

Preface to the First Edition; Preface to the Second Edition; Contents; Introduction; I. SIMPLE SYMMETRIC RANDOM WALK IN Z1; II.SIMPLE SYMMETRIC RANDOM WALK IN Zd; III. RANDOM WALK IN RANDOM ENVIRONMENT; References; Author Index; Subject Index

Sommario/riassunto

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results - mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.