Sandsynlighedsregning og statistik
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Random Walk and the Heat Equation
Udgivet af American Mathematical Society
ISBN
9780821848296
Om denne bog
Introducing the heat equation and the closely related notion of harmonic functions from a probabilistic perspective, this book includes chapters on: the discrete case, random walk and the heat equation on the integer lattice; the continuous case, Brownian motion and the usual heat equation; and martingales and fractal …
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Bogdetaljer
Forfatter
Gregory F. Lawler
Forlag
American Mathematical Society
Kategori
Sandsynlighedsregning og statistik
ISBN-13
9780821848296
EAN
9780821848296
Format
Hæftet
Sprog
Engelsk
sider
156
Produktbeskrivelse
Introducing the heat equation and the closely related notion of harmonic functions from a probabilistic perspective, this book includes chapters on: the discrete case, random walk and the heat equation on the integer lattice; the continuous case, Brownian motion and the usual heat equation; and martingales and fractal dimension.
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