Principles of random walk
Frank Spitzer.
2nd ed.
New York : Springer-Verlag, 1976, ©1964.
xiii, 408 págs. ; 25 cm.
Serie: Graduate texts in mathematics ; 34
ISBN: 0387901507
Bibliografía: p. 395-402.
Reseña: MathSciNet, 52 #9383
Contenido
- 1. The classification of random walk
- 2. Harmonic analysis
- 3. Two-dimensional recurrent random walk
- 4. Random walk on a half-line
- 5. Random walk on a interval
- 6. Transient random walk
- 7. Recurrent random walk.