Random walks

  • Gunnar Blom
  • Lars Holst
  • Dennis Sandell

Abstract

Random walks are studied intensively in probability theory. The term was coined by Pólya (1921). In this chapter we shall analyse several walks; for example, walks on the x-axis and in the first quadrant of the (x, y)-plane. Random walk theory has many connections with other parts of probability theory, and is a good field of activity for the probabilist.

Keywords

Pyramid 

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Copyright information

© Springer-Verlag New York, Inc. 1994

Authors and Affiliations

  • Gunnar Blom
    • 1
  • Lars Holst
    • 2
  • Dennis Sandell
    • 3
  1. 1.Department of Mathematical StatisticsUniversity of LundLundSweden
  2. 2.Department of MathematicsRoyal Institute of TechnologyStockholmSweden
  3. 3.Department of Biostatistics and Data ProcessingAstra Draco ABLundSweden

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