Principles of random walk

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406 pages 1964

About This Book

"This book is devoted to the study of random walk on the lattice points of ordinary Euclidean space. The theory of random walks, a central part of the theory of Markov chains, is connected with methods from harmonic analysis on the one hand and from potential theory on the other. Prerequisites for the book are some knowledge of two or three of the following areas: probability theory, real variables and measure, analytic functions, Fourier analysis, differential, and integral operators.

More than 100 pages of examples and problems illustrate and clarify the presentation."--BOOK JACKET.

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