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Random Walks, Brownian Motion, and Interacting Particle Systems
Language: en
Pages: 457
Authors: H. Kesten
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, for
Random Walks, Brownian Motion, and Interacting Particle Systems
Language: en
Pages: 476
Authors: H. Kesten
Categories: Mathematics
Type: BOOK - Published: 1991-06-01 - Publisher: Springer Science & Business Media

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This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, for
Random Walks, Brownian Motion, and Interacting Particle Systems
Language: en
Pages: 476
Authors: H. Kesten
Categories:
Type: BOOK - Published: 1991-06-01 - Publisher:

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Continuous Time Markov Processes
Language: en
Pages: 290
Authors: Thomas Milton Liggett
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: American Mathematical Soc.

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Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a
Random Walk, Brownian Motion, and Martingales
Language: en
Pages: 396
Authors: Rabi Bhattacharya
Categories: Mathematics
Type: BOOK - Published: 2021-09-20 - Publisher: Springer Nature

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This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, a