Includes bibliographical references (p. 323-325) and index.
|Statement||Joseph Rudnick, George Gaspari.|
|Contributions||Gaspari, George David.|
|LC Classifications||QA274.73 .R84 2004|
|The Physical Object|
|Pagination||xv, 329 p. :|
|Number of Pages||329|
|LC Control Number||2004557946|
Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random. Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary . Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating by: An updated look at best rules of investing provided by two of the world's greatest financial thinkers. In the updated edition of The Elements of Investing, authors Charles Ellis and Burton Malkiel―two of the world's greatest financial thinkers―have again combined their talents to produce a straight-talking book about investing and saving. Written with every investor in mind, Cited by: 2.
Preface; 1. Introduction to techniques; 2. Generating functions I; 3. Generating functions II: recurrence, sites visited, and the role of dimensionality; 4. Boundary conditions, steady state, and the electrostatic analogy; 5. Variations on the random walk; 6. The shape of a random walk; 7. Path integrals and self-avoidance; 8. Properties of the random walk: introduction to scaling; 9. Cited by: Get this from a library! Elements of the random walk: an introduction for advanced students and researchers. [Joseph Alan Rudnick; George David Gaspari] -- "This self-contained text will appeal to graduate students across science, engineering, and mathematics who need to understand the application of random walk techniques, as well as to established. Free Online Library: Elements of random walk and diffusion processes.(Brief article, Book review) by "Reference & Research Book News"; Publishing industry Library and information science Books Book reviews Management science. Get this from a library! Elements of the random walk: an introduction for advanced students and researchers. [Joseph Rudnick; George Gaspari].
Malkiel is famous (at least in our house) for writing A Random Walk Down Wall Street, and co-author Ellis wrote a book I've been meaning to read, Winning The Loser's Game. The two of them teamed up to write a simple book on investing, a la Strunk and White's Elements of Style/5. Properties of the random walk: introduction to scaling; 9. Scaling of walks and critical phenomena; Walks and the O(n) model: mean field theory and spin waves; Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating function.5/5(1). The Elements of Investing has a single-minded goal: to teach the principles of investing in the same pared-to-bone manner that Professor William Strunk Jr. once taught composition to students at Harvard, using his classic little book, The Elements of Style. With great daring, Ellis and Malkiel imagined their own Little Red Schoolhouse course in Brand: Wiley.