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Random walk in random and non-random environments

	Author(s):	Pal Revesz
	Collection:
	Publisher:	World Scientific
	Year:	2005
	Language:	English
	Pages:	397 pages
	Size:	1.66 MB
	Extension:	DJVU

[tab] [content title="Description"]The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk. Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion. [/content] [content title="Content"] [/content] [content title="About the author"]Pál Révész ( Budapest , June 6 , 1934 – ) Hungarian mathematician, university professor, full member of the Hungarian Academy of Sciences . His main research areas are probability and mathematical statistics . His results are significant in the field of probability theory. Between 1995 and 1997, he was the president of the János Bolyai Mathematical Society . [/content] [/tab]

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