000			02929 a2200397 4500
999			_c76444 _d24368
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003			TR-AnTOB
005			20201023143656.0
008			001102s2001 nyua b 001 0 eng
010			_a00053772
020			_a0387951547 (pbk.)
040			_aDLC _cDLC _dDLC
041			_aeng
050		0	_aQA274.73 _b.S65 2001
090			_aQA274.73 .S65 2001
100			_aSpitzer, Frank, _d1926- _959697
245		0	_aPrinciples of random walk / _cFrank Spitzer.
250			_a2nd ed.
264		1	_aNew York : _bSpringer, _c2001.
300			_axii, 408 p. : _bill. ; _c24 cm.
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
490	0		_aGraduate Texts in Mathematics ; _v34
504			_aIncludes bibliographical references (p. 403-408) and index.
505		8	_aMachine generated contents note: CHAPTER I. THE CLASSIFICATION OF RANDOM WALK -- 1. Introduction -- 2. Periodicity and recurrence behavior -- 3. Some measure theory -- 4. The range of a random walk -- 5. The strong ratio theorem -- Problems CHAPTER II. HARMONIC ANALYSIS -- 6. Characteristic functions and moments -- 7. Periodicity -- 8. Recurrence criteria and examples -- 9. The renewal theorem -- Problems CHAPTER III. Two-DIMENSIONAL RECURRENT RANDOM WALK -- 10. Generalities -- 11. The hitting probabilities of a finite set -- 12. The potential kernel A(x,y) -- 13. Some potential theory -- 14. The Green function of a finite set -- 15. Simple random walk in the plane -- 16. The time dependent behavior -- Problems CHAPTER IV. RANDOM WALK ON A HALF-LINE -- 17. The hitting probability of the right half-line -- 18. Random walk with finite mean -- 19. The Green function and the gambler's ruin problem -- 20. Fluctuations and the arc-sine law -- Problems -- CHAPTER V. RANDOM WALK ON A INTERVAL -- 21. Simple random walk -- 22. The absorption problem with mean zero, finite variance -- 23. The Green function for the absorption problem -- Problems CHAPTER VI. TRANSIENT RANDOM WALK -- 24. The Green function G(x,y) -- 25. Hitting probabilities -- 26. Random walk in three-space with mean zero and finite -- second moments -- 27. Applications to analysis -- Problems CHAPTER VII. RECURRENT RANDOM WALK -- 28. The existence of the one-dimensional potential kernel -- 29. The asymptotic behavior of the potential kernel -- 30. Hitting probabilities and the Green function -- 31. The uniqueness of the recurrent potential kernel -- 32. The hitting time of a single point -- Problems -- BIBLIOGRAPHY SUPPLEMENTARY BIBLIOGRAPHY INDEX.
650		0	_aRandom walks (Mathematics) _959698
650		7	_aRastgele hareket etme (Matematik) _2etuturkob _959699
856		4	_uhttp://www.loc.gov/catdir/toc/fy02/00053772.html _3Table of Contents
902			_a31438
903			_aMerkez Kütüphanesi
942			_cBK _2lcc
945			_aH.A,CS