Random Walks ( Mathematical Conversations Part 3) | E. B. Dynkin, V. A. Uspenskii

 Random Walks is a translation of Part Three of Mathematical Conversations by E. B. Dynkin and V. A. Uspenskii, which was published in the Russian series, Library of the Mathematics Circle. The originality of the exposition and the variety of the problems presented here make this booklet especially useful in stimulating an inventive approach to mathematics. Extensive solutions to all problems are provided.

This booklet deals with some of the more elementary problems in probability theory. The exposition ranges from the simplest examples of a random walk on a line to such more complex examples as random walks through a city, and Markov chains.

The booklet is designed for the reader’s active participation, as the problems are carefully integrated with the text and should be solved in sequence. The reader should have a background of high school algebra.