Random Walk and the Theory of Brownian Motion

E92913

"Random Walk and the Theory of Brownian Motion" is a mathematical work by Mark Kac that rigorously develops the connection between discrete random walks and continuous Brownian motion within probability theory.

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Generate an image of Random Walk and the Theory of Brownian Motion ("Random Walk and the Theory of Brownian Motion" is a mathematical work by Mark Kac that rigorously develops the connection between discrete random walks and continuous Brownian motion within probability theory.)

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Statements (44)

Predicate Object
instanceOf book ⓘ
mathematical work ⓘ
mathematician ⓘ
monograph ⓘ
aim to present a rigorous development of Brownian motion from random walks ⓘ
audience advanced students of probability ⓘ
mathematical physicists ⓘ
researchers in probability theory ⓘ
author Mark Kac ⓘ
contribution clarified probabilistic interpretation of Brownian motion ⓘ
influenced later work on stochastic calculus ⓘ
provided rigorous link between discrete random walks and continuous Brownian motion ⓘ
field probability theory ⓘ
probability theory ⓘ
stochastic processes ⓘ
focusesOn connection between random walks and Brownian motion ⓘ
probabilistic foundations of diffusion ⓘ
rigorous derivation of Brownian motion as a scaling limit ⓘ
genre mathematics literature ⓘ
scientific literature ⓘ
hasAuthor Mark Kac ⓘ
language English ⓘ
mainTopic Brownian motion ⓘ
continuous-time stochastic processes ⓘ
discrete-time stochastic processes ⓘ
limit theorems ⓘ
random walk ⓘ
relatedTo heat equation ⓘ
mathematical physics ⓘ
statistical mechanics ⓘ
theory of diffusion ⓘ
subjectArea Brownian motion in physics ⓘ
mathematical modeling of physical phenomena ⓘ
random processes ⓘ
usesConcept Gaussian distributions ⓘ
Markov property ⓘ
linked to: Markov processes

Wiener process ⓘ
linked to: Brownian motion

central limit theorem ⓘ
convergence in distribution ⓘ
independent increments ⓘ
probability measures ⓘ
random variables ⓘ
scaling limits ⓘ
transition probabilities ⓘ

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Referenced by (1)

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Mark Kac → hasPublication → Random Walk and the Theory of Brownian Motion ⓘ