Thread: 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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Originally Posted by jishnuray

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.

Originally Posted by jishnuray

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 .