Random Walks of Infinitely Many Particles (Advanced Statistical Science and Applied Probability) by Pal Revesz (PDF)

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    Ebook Info

    • Published: 1994
    • Number of pages: 208 pages
    • Format: PDF
    • File Size: 3.74 MB
    • Authors: Pal Revesz

    Description

    The author’s previous book, Random Walk in Random and Non-Random Environments, was devoted to the investigation of the Brownian motion of a simple particle. The present book studies the independent motions of infinitely many particles in the d-dimensional Euclidean space Rd. In Part I the particles at time t = 0 are distributed in Rd according to the law of a given random field and they execute independent random walks. Part II is devoted to branching random walks, i.e. to the case where the particles execute random motions and birth and death processes independently. Finally, in Part III, functional laws of iterated logarithms are proved for the cases of independent motions and branching processes.

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