作者: Gregory F. Lawler

Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This …

A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of …

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to …

Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent …

Theoretical physicists have predicted that the scaling limits of many two-dimensional lattice models in statistical physics are in some sense conformally invariant. Such a belief has allowed them to …

The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many …

Based on lectures and computer labs held at the IAS/Park City Mathematics Institute, this book presents areas of current research in modern probability that are accessible to undergraduate students. …

The title "Random Explorations" has two meanings. First, a few topics of advanced probability are deeply explored. Second, there is a recurring theme of analyzing a random object by …