Lawler-Random walk.pdf

Lawler-Random walk.pdf

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时间:2019-03-10

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1、ThispageintentionallyleftblankCAMBRIDGESTUDIESINADVANCEDMATHEMATICS123EditorialBoardB.BOLLOBÁS,W.FULTON,A.KATOK,F.KIRWAN,P.SARNAK,B.SIMON,B.TOTARORandomWalk:AModernIntroductionRandomwalksarestochasticprocessesformedbysuccessivesummationofindepen-dent,identicallydistributedrandomvariab

2、lesandareoneofthemoststudiedtopicsinprobabilitytheory.ThiscontemporaryintroductionevolvedfromcoursestaughtatCornellUniversityandtheUniversityofChicagobythefirstauthor,whoisoneofthemosthighlyregardedresearchersinthefieldofstochasticprocesses.Thistextmeetstheneedforamodernreferencetothede

3、tailedpropertiesofanimportantclassofrandomwalksontheintegerlattice.Itissuitableforprobabilists,mathematiciansworkinginrelatedfields,andforresearchersinotherdisciplineswhouserandomwalksinmodeling.GregoryF.LawlerisProfessorofMathematicsandStatisticsattheUniversityofChicago.HereceivedtheG

4、eorgePólyaPrizein2006forhisworkwithOdedSchrammandWendelinWerner.VladaLimicworksasaresearcherforCentreNationaldelaRechercheScientifique(CNRS)atUniversitédeProvence,Marseilles.CAMBRIDGESTUDIESINADVANCEDMATHEMATICSEditorialBoard:B.Bollobás,W.Fulton,A.Katok,F.Kirwan,P.Sarnak,B.Simon,B.Tota

5、roAllthetitleslistedbelowcanbeobtainedfromgoodbooksellersorfromCambridgeUniversityPress.Foracompleteserieslistingvisit:http://www.cambridge.org/series/sSeries.asp?code=CSAMAlreadypublished73B.BollobásRandomgraphs(2ndEdition)74R.M.DudleyRealanalysisandprobability(2ndEdition)75T.Sheil-S

6、mallComplexpolynomials76C.VoisinHodgetheoryandcomplexalgebraicgeometry,I77C.VoisinHodgetheoryandcomplexalgebraicgeometry,II78V.PaulsenCompletelyboundedmapsandoperatoralgebras79F.Gesztesy&H.HoldenSolitonequationsandtheiralgebro-geometricsolutions,I81S.MukaiAnintroductiontoinvariantsand

7、moduli82G.TourlakisLecturesinlogicandsettheory,I83G.TourlakisLecturesinlogicandsettheory,II84R.A.BaileyAssociationschemes85J.Carlson,S.Müller-Stach&C.PetersPeriodmappingsandperioddomains86J.J.Duistermaat&J.A.C.KolkMultidimensionalrealanalysis,I87J.J.Duistermaat&J.A.C.KolkMultidimensio

8、nalre

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