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Random Walks, Brownian Motion, and Interacting Particle Systems

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Random Walks, Brownian Motion, and Interacting Particle Systems Synopsis

This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come. Frank has always liked new phenomena, clean formulations and elegant proofs. He has created or opened up several research areas and it is not surprising that many people are still working out the consequences of his inventions. By way of introduction we have reprinted some of Frank's seminal articles so that the reader can easily see for himself the point of origin for much of the research presented here. These articles of Frank's deal with properties of Brownian motion, fluctuation theory and potential theory for random walks, and, of course, interacting particle systems. The last area was started by Frank as part of the general resurgence of treating problems of statistical mechanics with rigorous probabilistic tools.

About This Edition

ISBN: 9780817635091
Publication date:
Author: Richard Durrett, Harry Kesten, Frank Spitzer
Publisher: Birkhauser an imprint of Birkhäuser Boston
Format: Hardback
Pagination: 455 pages
Series: Progress in Probability
Genres: Probability and statistics
Stochastics