This book is devoted exclusively to a very special class of random processes, namely, to random walk on the lattice points of ordinary Euclidian space. The author considers this high degree of specialization worthwhile because the theory of such random walks is far more complete than that of any larger class of Markov chains. Almost 100 pages of examples and problems are included.

Inhalt

I. The Classification of Random Walk.- II. Harmonic Analysis.- III. Two-Dimensional Recurrent Random Walk.- IV. Random Walk on a Half-Line.- V. Random Walk on a Interval.- VI. Transient Random Walk.- VII. Recurrent Random Walk.- Supplementary Bibliography.