Focusing on a number of problems related to the intersection of random walks and the self-avoiding walk, this text covers such topics as: discrete harmonic measure; the probability that independent random walks do not intersect; and ...

This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, and rotatability—defined as invariance in distribution under contractions, permutations, and rotations.

This is a book on coupling, the method of establishing properties of random variables and processes (or any random things) through a joint construction on a common probability space.

Academics wishing to have a broader perspective of PID control research and development will find useful pedagogical material and research ideas in this text.

The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory.

This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout ...

The book presumes a graduate level of knowledge in mathematics or physics and represents a relevant and demanding application of today's advanced probability theory.

The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis.

The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities.

Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary ...