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Random Walk In Random And Non-random Environments (second Edition)
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.
397 pages; ISBN 9789812703361
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- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Markov processes
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