Principles of random walk (2° printing of the 2° ed. 1976)

This book is devoted exclusively to a very special class of random processes, namely to random walk on the lattice points of ordinary Euclidean space. The author considered this high degree of specialization worth while, because of the theory of such random walks is far more complete than that of any larger class of Markov chains. The book will present no technical difficulties to the readers with some solid experience in analysis in two or three of the following areas: probability theory, real variables and measure, analytic functions, Fourier analysis, differential and integral operators. There are almost 100 pages of examples and problems.

* Classification of Random Walk * Harmonic Analysis * Two-dimensional Recurrent Random Walk * Random Walk on a Half-Line * Random Walk on a Interval * Transient Random Walk * Recurrent Random Walk