Overview
- Covers almost all major topics in the theory of Random Walk
- More than 100 pages of examples and problems illustrate and clarify the presentation
Part of the book series: Graduate Texts in Mathematics (GTM, volume 34)
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Table of contents (7 chapters)
Keywords
About this book
Reviews
From the reviews:
"...This book certainly covers almost all major topics in the theory of random walk. It will be invaluable to both pure and applied probabilists, as well as to many people in analysis. References for the methods and results involved are very good. A useful interdependence guide is given. Excellent choice is made of examples, which are mostly concerned with very concrete calculations. Each chapter contains complementary material in the form of remarks, examples and problems which are often themselves interesting theorems." (T. Watanabe, Mathematical Reviews)
From the reviews of the second edition:
"The most valuable new feature of the second edition is a supplementary bibliography covering results obtained from 1964 to 1976, which have been carefully included into the text. The publication of the second printing now encourages the reader to reconstruct the trains of thought of the founders of the theory of random walk. … For those knowing already a little bit about the theory this book is an invaluable source of ideas, impressive connections and results." (Markus Reiss, Zentralblatt MATH, Vol. 979, 2002)
Authors and Affiliations
Bibliographic Information
Book Title: Principles of Random Walk
Authors: Frank Spitzer
Series Title: Graduate Texts in Mathematics
DOI: https://doi.org/10.1007/978-1-4757-4229-9
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer New York 1964
Softcover ISBN: 978-1-4757-4231-2Due: 14 May 2014
eBook ISBN: 978-1-4757-4229-9Published: 14 March 2013
Series ISSN: 0072-5285
Series E-ISSN: 2197-5612
Edition Number: 2
Number of Pages: XIII, 408