Lectures on Contemporary Probability ( Student Mathematical Library )

Publication series ：Student Mathematical Library

Author： Gregory F. Lawler;Lester N. Coyle  

Publisher： American Mathematical Society‎

Publication year： 1999

E-ISBN: 9781470421236

P-ISBN(Paperback): 9780821820292

Subject： O211.6 stochastic process

Keyword： Probability and Statistics

Language： ENG

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Lectures on Contemporary Probability

Description

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 subjects include: random walks, Brownian motion, card shuffling, spanning trees, and Markov chain Monte Carlo. There are computer simulations for random walks, Markov chains, stochastic differential equations as applied to finance, and other topics.

Chapter

Cover

Title

Copyright

Contents

IAS Park City Mathematics Institute

Preface

Lecture 1. Simple Random Walk and Stirling's Formula

Lecture 2. Simple Random Walk in Many Dimensions

Lecture 3. Self-Avoiding Walk

Lecture 4. Brownian Motion

Lecture 5. Shuffling and Random Permutations

Lecture 6. Seven Shuffles are Enough (Sort of)

Lecture 7. Markov Chains on Finite Sets

Lecture 8. Markov Chain Monte Carlo

Lecture 9. Random Walks and Electrical Networks

Lecture 10. Uniform Spanning Trees

Lecture 11. Random Walk Simulations

Lecture 12. Other Simulations

Lecture 13. Simulations in Finance

Problems

Bibliography

Back Cover

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