Principles of random walk.
This is the second printing of the second edition from 1976. The first edition from 1964 soon became indispensable for those working on the field of random walks, see Zbl 0119.34304 for a detailed review of this edition. The most valuable new feature of the second edition is a supplementary bibliography covering results obtained from 1964 to 1976, which have been carefully included into the text. The publication of the second printing now encourages the reader to reconstruct the trains of thought of the founders of the theory of random walk. Spitzer often shares his thoughts and intuition with the reader and does not only rely on mathematical formalisms. For those knowing already a little bit about the theory this book is an invaluable source of ideas, impressive connections and results. For those only just starting to learn about the subject the presentation might seem to be not as streamlined and graphically attractive as that of other introductory texts, but after some reading even beginners will hold the book in high esteem for its accuracy and well-chosen examples.
- Modelling spatio-temporal movement of tourists using finite Markov chains
- Random walks, Brownian motion, and interacting particle systems. A Festschrift in honor of Frank Spitzer
- Residence time and exposure time of sinking phytoplankton in the euphotic layer
- A second order asymptotic expansion in the local limit theorem for a simple branching random walk in \(\mathbb{Z}^d\)
- Critical multi-type Galton-Watson trees conditioned to be large
- Local convergence of large critical multi-type Galton-Watson trees and applications to random maps
- Continuous monitoring in the dynamic sensor field model
- Staircase patterns in words: subsequences, subwords, and separation number
- The incipient infinite cluster of the uniform infinite half-planar triangulation
- Disconnection by level sets of the discrete Gaussian free field and entropic repulsion
- Some results on regularity and monotonicity of the speed for excited random walks in low dimensions
- Spectral estimates for Schrödinger operators with sparse potentials on graphs
- Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem
- On the derivative martingale in a branching random walk
- Rates of convergence for the planar discrete Green's function in pacman domains
- Record statistics of integrated random walks and the random acceleration process
- Criteria for geometric and algebraic transience for discrete-time Markov chains
- Conservative random walk
- A discrete random walk on the hypercube
- Random walk in changing environment
- On the almost sure convergence of some ergodic means
- The random pinning model with correlated disorder given by a renewal set
- Potentials associated with recurrent Markov renewal processes
- Ratio theorems for random walks. I
- Ratio theorems for random walks. II
- Spectral properties of a class of random walks on locally finite groups
- Weak independence of events and the converse of the Borel-Cantelli lemma
- Loop-erased walks and total positivity
- Random walk and fluctuation theory
- Asymptotics of powers of binomial and multinomial probabilities
- A comparative analysis of the successive lumping and the lattice path counting algorithms
- On the dimension of self-affine sets and measures with overlaps
- A simplified version of Spitzer's formula for semicontinuous and almost semicontinuous processes
- Elements of random walk and diffusion processes
- Random walks and branching processes
- A field-theoretic approach to the Wiener sausage
- Random walk and the heat equation
- On permutations of Hardy-Littlewood-Pólya sequences
- scientific article; zbMATH DE number 417050 (Why is no real title available?)
- On Convex Power Series of a Conservative Markov Operator
- scientific article; zbMATH DE number 5146012 (Why is no real title available?)
- Transition phenomena for ladder epochs of random walks with small negative drift
- Random walk: A modern introduction
- scientific article; zbMATH DE number 3934150 (Why is no real title available?)
- Non-D-finite excursions in the quarter plane
- Transfinite Graphs and Electrical Networks
- Multiple Points of Transient Random Walks
- A Law of the Iterated Logarithm for Stable Summands
- Application of the Dual-Process Method to the Study of a Certain Singular Diffusion
- scientific article; zbMATH DE number 742629 (Why is no real title available?)
- A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
- Elements of the Random Walk
- Random walk in random and non-random environments
- scientific article; zbMATH DE number 1432007 (Why is no real title available?)
- Tail probabilities of a random walk on an interval
- Maximum and records of random walks with stochastic resetting
- Survival probability of random walks and Lévy flights with stochastic resetting
- Disconnection, random walks, and random interlacements
- Complex dynamics in generalizations of the Chaplygin sleigh
- Laplacian growth, sandpiles, and scaling limits
- Connection probabilities and RSW-type bounds for the two-dimensional FK Ising model
- The Martin Boundary for Random Walk
- On Regular Functions for Certain Markov Processes
- On the Recurrence of a Certain Chain
- Potential Theoretic Analysis of a Certain Integral Equation
- Random walks. I
- Baxter algebras and combinatorial identities. I
- Strong Renewal Theorems with Infinite Mean
- The central limit theorem for the range of transient random walk
- Regularity of coboundaries for nonuniformly expanding Markov maps
- scientific article; zbMATH DE number 2233864 (Why is no real title available?)
- Watermelons on the half-plane
- Random Explorations
- Analytical results for the distribution of first return times of random walks on random regular graphs
- On sequences of records generated by planar random walks
- Branching random walk in a random time-independent environment
- Optimal Hardy weights on the Euclidean lattice
- Recurrence and transience of symmetric random walks with long-range jumps
- Crossings states and sets of states in random walks
- Ruin probability for renewal risk models with neutral net profit condition
- A countable-type branching process model for the tug-of-war cancer cell dynamics
- Scaling limit of an equilibrium surface under the random average process
- Random walks on directed lattices and Martin boundary
- Sharp asymptotics for N-point correlation functions of coalescing heavy-tailed random walks
- Limit shapes and large deviations in classical and quantum neural networks
- Every recurrent network has a potential tending to infinity
- One-arm exponent of critical level-set for metric graph Gaussian free field in high dimensions
- A note on the range of stochastic processes
- The joint distribution of first return times and of the number of distinct sites visited by a 1d random walk before returning to the origin
- The first positive position of a lattice random walk
- On a discrete approximation of a skew stable Lévy process
- A simple random walk staying in a strip for a long time
- Random walks for feature-preserving mesh denoising
- Disproving (positive) almost-sure termination of probabilistic term rewriting via random walks
- Solidification of porous interfaces and disconnection
- Integrodifference master equation describing actively growing blood vessels in angiogenesis
- Disconnection and level-set percolation for the Gaussian free field
- Flips in planar graphs
- Pattern formation in growing sandpiles with multiple sources or sinks
- Itô's excursion theory and random trees
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