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  1. #1
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    random walk

    I am reading Random walk from feller and finding it difficult. Which book is suitable for self study in random walk?
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    Last edited by TheChaz; May 11th 2011 at 04:55 AM. Reason: misread the question!
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  3. #3
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    Quote Originally Posted by jishnuray View Post
    I am reading Random walk from feller and finding it difficult. Which book is suitable for self study in random walk?
    You really should have been a bit more forthcoming with details.
    For example, what is your background in mathematics?
    What depth and breath do you expect of the text on random walks?
    There are textbooks that have adequate introductions and textbooks with in depth studies.
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  4. #4
    Member Focus's Avatar
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    Quote Originally Posted by jishnuray View Post
    I am reading Random walk from feller and finding it difficult. Which book is suitable for self study in random walk?
    Feller's book in my view is very good on the subject, if you want a second reference I can recommend this Markov Chains .
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