Description

Book Synopsis
Based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute (Utah), this title is derived from both lectures (Chapters 1-10) and computer simulations (Chapters 11-13) that were held during the program. It concludes with a number of problems ranging from routine to very difficult.

Table of Contents
Simple random walk and Stirling's formula Simple ramdon walk in many dimensions Self-avoiding 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.

Lectures on Contemporary Probability

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    A Paperback by Gregory F. Lawler, Lester N. Coyle

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      Book details

      Publisher American Mathematical Society
      Published 8/30/1999 12:00:00 AM
      ISBN-13 9780821820292
      978-0821820292
      ISBN-10 082182029X

      Description

      Book Synopsis
      Based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute (Utah), this title is derived from both lectures (Chapters 1-10) and computer simulations (Chapters 11-13) that were held during the program. It concludes with a number of problems ranging from routine to very difficult.

      Table of Contents
      Simple random walk and Stirling's formula Simple ramdon walk in many dimensions Self-avoiding 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.

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