Very First Steps in Random Walks - Norbert Henze

Very First Steps in Random Walks

The Power of Combinatorial Methods and Generating Functions

(Autor)

Buch | Softcover
2025
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-46312-0 (ISBN)
58,84 inkl. MwSt

With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playful manner in captivating the reader with numerous surprising random phenomena and non-standard limit theorems related to simple random walks and related topics. The work stands out with its consistently problem-oriented, lively presentation, which is further enhanced by 100 illustrative images. The text includes 53 self-assessment questions, with answers provided at the end of each chapter.

Additionally, 74 exercises with solutions assist in understanding the material deeply. The text frequently engages in concrete model-building, and the resulting findings are thoroughly discussed and interconnected. Students who have tested this work in introductory seminars on stochastics were particularly fascinated by the interplay of geometric arguments (reflection principle), combinatorics, elementary stochastics, and analysis.

This book is a translation of an original German edition. The translation was done with the help of artificial intelligence. A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.

Prof. Dr. Norbert Henze is a Professor of Stochastics at the Karlsruhe Institute of Technology (KIT), Institute of Stochastics, Karlsruhe, Germany. His well-established textbook Stochastics for Beginners (Stochastik für Einsteiger) was first published in 1997.

1 Introduction.- 2 The Simple Symmetric Random Walk on Z.- 3 Bridges: The Tied-down Random Walk.- 4 Asymmetric Random Walks on Z and Related Topics.- 5 Random Walks on the Integer Lattice Zd.- 6 Outlook.- 7 Tools from Stochastics, Combinatorics, and Analysis.- Solutions to the Exercises.- Bibliography.

Erscheint lt. Verlag 23.1.2025
Reihe/Serie Mathematics Study Resources
Zusatzinfo Approx. 360 p. 100 illus., 82 illus. in color.
Verlagsort Wiesbaden
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte asymmetric random walk • Brownian bridge • Brownian motion • elementary stochastics • random event • random motion • random phenomenon • symmetric random walk
ISBN-10 3-658-46312-0 / 3658463120
ISBN-13 978-3-658-46312-0 / 9783658463120
Zustand Neuware
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