1  13
Number of results to display per page
1. Intersections of random walks [2012]
 Lawler, Gregory F., 1955
 [Place of publication not identified] : SpringerVerlag New York, 2012.
 Description
 Book — 1 online resource.
 Summary

 Simple Random Walk
 Harmonic Measure
 Intersection Probabilities
 Four Dimensions
 Two and Three Dimensions
 SelfAvoiding Walks
 LoopErased Walk.
(source: Nielsen Book Data)
2. Random walk : a modern introduction [2010]
 Lawler, Gregory F., 1955
 Cambridge ; New York : Cambridge University Press, 2010.
 Description
 Book — xii, 364 p. : ill. ; 24 cm.
 Summary

 Preface
 1. Introduction
 2. Local central limit theorem
 3. Approximation by Brownian motion
 4. Green's function
 5. Onedimensional walks
 6. Potential theory
 7. Dyadic coupling
 8. Additional topics on simple random walk
 9. Loop measures
 10. Intersection probabilities for random walks
 11. Looperased random walk Appendix Bibliography Index of symbols Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA274.73 .L384 2010  Unknown 
3. Random walk : a modern introduction [2010]
 Lawler, Gregory F., 1955
 Cambridge ; New York : Cambridge University Press, ©2010.
 Description
 Book — 1 online resource (xii, 364 pages) : illustrations
 Summary

 Preface
 1. Introduction
 2. Local central limit theorem
 3. Approximation by Brownian motion
 4. Green's function
 5. Onedimensional walks
 6. Potential theory
 7. Dyadic coupling
 8. Additional topics on simple random walk
 9. Loop measures
 10. Intersection probabilities for random walks
 11. Looperased random walk Appendix Bibliography Index of symbols Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
4. Random walk and the heat equation [2010]
 Lawler, Gregory F., 1955
 Providence, R.I. : American Mathematical Society, c2010.
 Description
 Book — 156 p.
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA274.73 .L385 2010  Unknown 
5. Introduction to stochastic processes [2006]
 Lawler, Gregory F., 1955
 2nd ed.  Boca Raton : Chapman & Hall/CRC, 2006.
 Description
 Book — xiii, 234 p. : ill. ; 25 cm.
 Summary

 Preface to Second Edition Preface to First Edition PRELIMINARIES Introduction Linear Differential Equations Linear Difference Equations Exercises FINITE MARKOV CHAINS Definitions and Examples LargeTime Behavior and Invariant Probability Classification of States Return Times Transient States Examples Exercises COUNTABLE MARKOV CHAINS Introduction Recurrence and Transience Positive Recurrence and Null Recurrence Branching Process Exercises CONTINUOUSTIME MARKOV CHAINS Poisson Process Finite State Space BirthandDeath Processes General Case Exercises OPTIMAL STOPPING Optimal Stopping of Markov Chains Optimal Stopping with Cost Optimal Stopping with Discounting Exercises MARTINGALES Conditional Expectation Definition and Examples Optional Sampling Theorem Uniform Integrability Martingale Convergence Theorem Maximal Inequalities Exercises RENEWAL PROCESSES Introduction Renewal Equation Discrete Renewal Processes M/G/1 and G/M/1 Queues Exercises REVERSIBLE MARKOV CHAINS Reversible Processes Convergence to Equilibrium Markov Chain Algorithms A Criterion for Recurrence Exercises BROWNIAN MOTION Introduction Markov Property Zero Set of Brownian Motion Brownian Motion in Several Dimensions Recurrence and Transience Fractal Nature of Brownian Motion Scaling Rules Brownian Motion with Drift Exercises STOCHASTIC INTEGRATION Integration with Respect to Random Walk Integration with Respect to Brownian Motion Ito's Formula Extensions if Ito's Formula Continuous Martingales Girsanov Transformation FeynmanKac Formula BlackScholes Formula Simulation Exercises Suggestions for Further Reading Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA274 .L38 2006  Unknown 
6. Introduction to stochastic processes [2006]
 Lawler, Gregory F., 1955
 2nd ed  Boca Raton : Chapman & Hall/CRC, 2006
 Description
 Book — 1 online resource (xiii, 234 pages)
 Summary

 Preface to Second Edition Preface to First Edition PRELIMINARIES Introduction Linear Differential Equations Linear Difference Equations Exercises FINITE MARKOV CHAINS Definitions and Examples LargeTime Behavior and Invariant Probability Classification of States Return Times Transient States Examples Exercises COUNTABLE MARKOV CHAINS Introduction Recurrence and Transience Positive Recurrence and Null Recurrence Branching Process Exercises CONTINUOUSTIME MARKOV CHAINS Poisson Process Finite State Space BirthandDeath Processes General Case Exercises OPTIMAL STOPPING Optimal Stopping of Markov Chains Optimal Stopping with Cost Optimal Stopping with Discounting Exercises MARTINGALES Conditional Expectation Definition and Examples Optional Sampling Theorem Uniform Integrability Martingale Convergence Theorem Maximal Inequalities Exercises RENEWAL PROCESSES Introduction Renewal Equation Discrete Renewal Processes M/G/1 and G/M/1 Queues Exercises REVERSIBLE MARKOV CHAINS Reversible Processes Convergence to Equilibrium Markov Chain Algorithms A Criterion for Recurrence Exercises BROWNIAN MOTION Introduction Markov Property Zero Set of Brownian Motion Brownian Motion in Several Dimensions Recurrence and Transience Fractal Nature of Brownian Motion Scaling Rules Brownian Motion with Drift Exercises STOCHASTIC INTEGRATION Integration with Respect to Random Walk Integration with Respect to Brownian Motion Ito's Formula Extensions if Ito's Formula Continuous Martingales Girsanov Transformation FeynmanKac Formula BlackScholes Formula Simulation Exercises Suggestions for Further Reading Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online

 ProQuest Ebook Central Access limited to 3 simultaneous users
 Google Books (Full view)
MATH13601
 Course
 MATH13601  Stochastic Processes
 Instructor(s)
 Dembo, Amir
 Lawler, Gregory F., 1955
 Providence, R.I. : American Mathematical Society, c2005.
 Description
 Book — xi, 242 p. : ill. ; 26 cm.
 Summary

 Some discrete processes Stochastic calculus Complex Brownian motion Conformal mappings Loewner differential equation Brownian measures on paths SchrammLoewner evolution More results about SLE Brownian intersection exponent Restriction measures Hausdorff dimension Hypergeometric functions Reflecting Brownian motion Bibliography Index Index of symbols.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA3 .A4 V.114  Unknown 
 Lawler, Gregory F., 1955
 Providence, R.I. : American Mathematical Society, c2005.
 Description
 Book — 1 online resource (xi, 242 p. : ill).
 Summary

 1. Stochastic calculus 2. Complex Brownian motion 3. Conformal mappings 4. Loewner differential equation 5. Brownian measures on paths 6. SchrammLoewner evolution 7. More results about $SLE$ 8. Brownian intersection exponent 9. Restriction measures
(source: Nielsen Book Data)
9. Lectures on contemporary probability [1999]
 Lawler, Gregory F., 1955
 Providence, RI : American Mathematical Society, c1999.
 Description
 Book — xii, 97 p. : ill. ; 22 cm.
 Summary

 Simple random walk and Stirling's formula Simple ramdon walk in many dimensions Selfavoiding walk Brownian motion Shuffling and random permutations Seven shuffles are enough (sort of) Markov chains on finite sets Markov chain Monte Carlo Random walks and electrical networks Uniform spanning trees Random walk simulations Other simulations Simulations in finance Problems Bibliography.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
SAL3 (offcampus storage)
SAL3 (offcampus storage)  Status 

Stacks  Request (opens in new tab) 
QA274 .L384 1999  Available 
10. Intersections of random walks [1996]
 Lawler, Gregory F., 1955
 Boston : Birkhäuser, c1996.
 Description
 Book — 223 p. ; 24 cm.
 Summary

Focusing on a number of problems related to the intersection of random walks and the selfavoiding walk. Many of these problems arise in studying statistical physics and other critical phenomena. Topics covered include: discrete harmonic measure; the probability that independent random walks do not intersect; and properties of walks without selfintersections. With the inclusion of a selfcontained introduction to the properties of simple random walks, and an emphasis on rigorous results, this text should be of use to researchers in probability and statistical physics, and to graduate students interested in basic properties of random walk.
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA274.73 .L38 1996  Unknown 
11. Introduction to stochastic processes [1995]
 Lawler, Gregory F., 1955
 New York : Chapman & Hall, c1995.
 Description
 Book — ix, 176 p. : ill. ; 24 cm.
 Summary

 PRELIMINARIESIntroductionLinear Differential EquationsLinear Difference EquationsFINITE MARKOV CHAINSDefinitions and ExamplesLongRange Behavior and Invariant ProbabilityClassification of StatesReturn TimesTransient StatesExamplesCOUNTABLE MARKOV CHAINSIntroductionRecurrence and TransiencePositive Recurrence and Null RecurrenceBranching ProcessCONTINUOUSTIME MARKOV CHAINSPoisson ProcessFinite State SpaceBirthandDeath ProcessesGeneral CaseOPTIMAL STOPPINGOptimal Stopping of Markov ChainsOptimal Stopping with CostOptimal Stopping with DiscountingMARTINGALESConditional ExpectationDefinition and ExamplesOptional Sampling theoremUniform IntegrabilityMartingale Convergence TheoremRENEWAL PROCESSESIntroductionRenewal EquationDiscrete Renewal ProcessesM/G/1 and B/M/1 QueuesREVERSIBLE MARKOV CHAINSReversible ProcessesConvergence to EquilibriumMarkov Chain AlgorithmsA Criterion for RecurrenceBROWNIAN MOTIONIntroductionMarkov PropertyZero Set of Brownian MotionBrownian Motion in Several DimensionsRecurrence and TransienceFractal Nature of Brownian MotionBrownian Motion with DriftSTOCHASTIC INTEGRATIONIntegration with Respect to Random walkIntegration with Respect to Brownian MotionIto's FormulaSimulationINDEX.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA274 .L38 1995  Unknown 
12. Intersections of random walks [1991]
 Lawler, Gregory F., 1955
 Boston : Birkhäuser, c1991.
 Description
 Book — 219 p. ; 25 cm.
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Stacks  Request (opens in new tab) 
QA274.73 .L38 1991  Unknown 
 Cham : Springer, [2015]
 Description
 Book — xiii, 239 pages : illustrations (some color) ; 24 cm.
 Summary

 Anton Bovier: From spin glasses to branching Brownian motion  and back?. David Brydges: The Renormalization Group and SelfAvoidingWalk. Amin CojaOghlan: Phase Transitions in Discrete Structures. Dmitry Ioffe: Multidimensional Random Polymers : A Renewal Approach. Gregory F. Lawler and Jacob Perlman: Loop measures and the Gaussian free field.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

Serials  Request (opens in new tab) 
Shelved by Series title V.2144  Unknown 
Articles+
Journal articles, ebooks, & other eresources
Guides
Course and topicbased guides to collections, tools, and services.