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Intersections of Random Walks Gregory F. Lawler

Intersections of Random Walks By Gregory F. Lawler

Intersections of Random Walks by Gregory F. Lawler


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Summary

A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. The proofs here rely heavily on the fact that the increments of simple random walk are bounded and symmetric.

Intersections of Random Walks Summary

Intersections of Random Walks by Gregory F. Lawler

A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks do not intersect; and self-avoiding walks, i. e. , random walks which have no self-intersections. The prerequisite is a standard measure theoretic course in probability including martingales and Brownian motion. The first chapter develops the facts about simple random walk that will be needed. The discussion is self-contained although some previous expo sure to random walks would be helpful. Many of the results are standard, and I have made borrowed from a number of sources, especially the ex cellent book of Spitzer [65]. For the sake of simplicity I have restricted the discussion to simple random walk. Of course, many of the results hold equally well for more general walks. For example, the local central limit theorem can be proved for any random walk whose increments have mean zero and finite variance. Some of the later results, especially in Section 1. 7, have not been proved for very general classes of walks. The proofs here rely heavily on the fact that the increments of simple random walk are bounded and symmetric.

Intersections of Random Walks Reviews

"Much of the material is Lawlers own research, so he knows his story thoroughly and tells it well."

SIAM Review

Table of Contents

1 Simple Random Walk.- 2 Harmonic Measure.- 3 Intersection Probabilities.- 4 Four Dimensions.- 5 Two and Three Dimensions.- 6 Self-Avoiding Walks.- 7 Loop-Erased Walk.

Additional information

NPB9780817638924
9780817638924
081763892X
Intersections of Random Walks by Gregory F. Lawler
New
Paperback
Birkhauser Boston Inc
1996-08-28
225
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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