Articles liés à Two-Dimensional Random Walk

9781108459693: Two-Dimensional Random Walk
Couverture souple
ISBN 10 : 1108459692 ISBN 13 : 9781108459693
Editeur : Cambridge University Press, 2021

Synopsis

The main subject of this introductory book is simple random walk on the integer lattice, with special attention to the two-dimensional case. This fascinating mathematical object is the point of departure for an intuitive and richly illustrated tour of related topics at the active edge of research. It starts with three different proofs of the recurrence of the two-dimensional walk, via direct combinatorial arguments, electrical networks, and Lyapunov functions. After reviewing some relevant potential-theoretic tools, the reader is guided toward the relatively new topic of random interlacements - which can be viewed as a 'canonical soup' of nearest-neighbour loops through infinity - again with emphasis on two dimensions. On the way, readers will visit conditioned simple random walks - which are the 'noodles' in the soup - and also discover how Poisson processes of infinite objects are constructed and review the recently introduced method of soft local times. Each chapter ends with many exercises, making it suitable for courses and independent study.

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Éditeur
Cambridge University Press
Date d'édition
2021
Langue
anglais
ISBN 10 
1108459692
ISBN 13 
9781108459693
Reliure
Broché
Nombre de pages
224
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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