Principles of Random Walk

Principles of Random Walk

by Frank Spitzer

408 pages· 2013· ISBN 9781475742299
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This book is devoted exclusively to a very special class of random processes, namely, to random walk on the lattice points of ordinary Euclidian space. The author considers this high degree of specialization worthwhile because the theory of such random walks is far more complete than that of any larger class of Markov chains. Almost 100 pages of examples and problems are included.

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