Random Walk A Modern Introduction
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Author | : Gregory F. Lawler |
Publisher | : Cambridge University Press |
Total Pages | : 377 |
Release | : 2010-06-24 |
Genre | : Mathematics |
ISBN | : 1139488767 |
Download Random Walk: A Modern Introduction Book in PDF, Epub and Kindle
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.
Author | : Gregory F. Lawler |
Publisher | : |
Total Pages | : 378 |
Release | : 2014-05-14 |
Genre | : Mathematics |
ISBN | : 9780511750113 |
Download Random Walk Book in PDF, Epub and Kindle
An advanced treatment of random walks written for students and researchers in probability and related fields.
Author | : Gregory F. Lawler |
Publisher | : American Mathematical Soc. |
Total Pages | : 170 |
Release | : 2010-11-22 |
Genre | : Mathematics |
ISBN | : 0821848291 |
Download Random Walk and the Heat Equation Book in PDF, Epub and Kindle
The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Author | : Yves Benoist |
Publisher | : Springer |
Total Pages | : 319 |
Release | : 2016-10-20 |
Genre | : Mathematics |
ISBN | : 3319477218 |
Download Random Walks on Reductive Groups Book in PDF, Epub and Kindle
The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients. Under the assumption that the action of the matrices is semisimple – or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws. This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.
Author | : Gregory F. Lawler |
Publisher | : Springer Science & Business Media |
Total Pages | : 226 |
Release | : 2012-11-06 |
Genre | : Mathematics |
ISBN | : 1461459729 |
Download Intersections of Random Walks Book in PDF, Epub and Kindle
A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the random walk which has applications in many areas, particularly in statistical physics and statistical chemistry. Originally published in 1991, Intersections of Random Walks focuses on and explores a number of problems dealing primarily with the nonintersection of random walks and the self-avoiding walk. Many of these problems arise in studying statistical physics and other critical phenomena. Topics include: discrete harmonic measure, including an introduction to diffusion limited aggregation (DLA); the probability that independent random walks do not intersect; and properties of walks without self-intersections. The present softcover reprint includes corrections and addenda from the 1996 printing, and makes this classic monograph available to a wider audience. With a self-contained introduction to the properties of simple random walks, and an emphasis on rigorous results, the book will be useful to researchers in probability and statistical physics and to graduate students interested in basic properties of random walks.
Author | : Burton G. Malkiel |
Publisher | : W. W. Norton & Company |
Total Pages | : 454 |
Release | : 2007-12-17 |
Genre | : Business & Economics |
ISBN | : 0393330338 |
Download A Random Walk Down Wall Street: The Time-Tested Strategy for Successful Investing (Ninth Edition) Book in PDF, Epub and Kindle
Updated with a new chapter that draws on behavioral finance, the field that studies the psychology of investment decisions, the bestselling guide to investing evaluates the full range of financial opportunities.
Author | : Serguei Popov |
Publisher | : Cambridge University Press |
Total Pages | : 224 |
Release | : 2021-03-18 |
Genre | : Mathematics |
ISBN | : 1108472451 |
Download Two-Dimensional Random Walk Book in PDF, Epub and Kindle
A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
Author | : Joseph Rudnick |
Publisher | : Cambridge University Press |
Total Pages | : 350 |
Release | : 2004-03-04 |
Genre | : Science |
ISBN | : 9781139450140 |
Download Elements of the Random Walk Book in PDF, Epub and Kindle
Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating function. Although the reader is introduced to analytical tools, such as path-integrals and field-theoretical formalism, the book is self-contained in that basic concepts are developed and relevant fundamental findings fully discussed. Mathematical background is provided in supplements at the end of each chapter, when appropriate. This text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.
Author | : Burton Gordon Malkiel |
Publisher | : W. W. Norton & Company |
Total Pages | : 422 |
Release | : 2003 |
Genre | : Business & Economics |
ISBN | : 9780393057829 |
Download A Random Walk Down Wall Street Book in PDF, Epub and Kindle
An informative guide to successful investing, offering a vast array of advice on how investors can tilt the odds in their favour.
Author | : J. Klafter |
Publisher | : Oxford University Press |
Total Pages | : 161 |
Release | : 2011-08-18 |
Genre | : Business & Economics |
ISBN | : 0199234868 |
Download First Steps in Random Walks Book in PDF, Epub and Kindle
Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology and other disciplines. The book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.