Random walk in random and non-random environments
Auteur :
Revesz, Pal
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812563613
Date de publication :
16 août 2005
Langue :
Anglais
Pays d'origine :
Singapour
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares 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.