MATH 778, SPRING 2004
Stochastic Processes --- Random Walk on the Integer Lattice
TT 8:40 -- 9:55 , 206 Malott
Greg Lawler, 567 Malott
Office Hours: W 1:25 -- 2:25, W 4:00 -- 5:00, and by appointment
This is an advanced look at a fairly elementary topic, random walk on
the integer lattice. We will read the classic book, Spitzer, Principles
of Random Walk, but will also discuss a number of topics and extensions
not found in that book. Another possible reference are the first
few chapters of my book, Intersections of Random Walks.
I will be posting notes for the class here --- they will be updated
regularly throughout the semester.
Here are the current notes. These were
last updated on May 14. I do not intend on posting any more
updates.