Bücher von Allan Gut

This new edition offers updated content and an outlook on further results, extensions and generalizations on stopped random walks. It also contains a new chapter on perturbed random walks and nearly 100 new bibliographic references.

This book covers inequalities, characteristic functions and convergence, the law of large numbers, the central limit theorem and the law of the iterated logarithm. This revised edition updates core material, and offers scores of new problems and exercises.