RANDOM WALK RANDOM & NON-RAND 2ED

RANDOM WALK RANDOM & NON-RAND 2ED

Autor: Revesz Pal
Editorial: World Scientific Publishing Company
Edición: 2
Fecha de publicación: 2005
ISBN: 9789812563613

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“This book tells a very personal and exciting story from the point of view of one of the dominant contributors to the study of random walks, and will be of interest to those looking for intriguing open problems in the theory of random walks and associated strong limit laws.”

Mathematical Reviews

“The reader interested in the theory of random walks in non-random environments and also on the associated strong limit laws will find this book very interesting and also very useful.”

Zentralblatt MATH

Reviews of the First Edition:

“The expert will get as much out of the book as will the novice. It makes ideal reading material for a graduate course on the subject. As the ‘Hungarian’ follow-up to Spitzer's classic, I am convinced that many will be grateful for the creation of this excellent monograph.”

Paul Embrechts
Eidgenössische Technische Hochschule Zürich, Switzerland

“The book will be useful to the many devotees of random walk and should attract more people to the area.”

H Kesten (1-CRNL)
Mathematical Reviews

“This useful and fascinating monograph gives a detailed description of the latest results on a broad spectrum of problems concerning the simple random walk {Sn} on the lattice Zd and their relation (invariance principle) to analogous problems for Brownian motion. Perhaps half of these results are proved in full detail. Many results appear here for the first time in book form. The book is very readable.”

J H B Kemperman
SIAM Review, USA

“A number of recent results and interesting open problems are presented, which have not appeared in any other book so far. The style of writing is clear and pleasant. The book is recommended for both introductory and advanced courses and also for researchers in probability theory and statistical physics.”

Endre Csáki
Statistics & Decisions

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