Random Walk: A Modern Introduction

@inproceedings{Lawler2010RandomWA,
  title={Random Walk: A Modern Introduction},
  author={Gregory F. Lawler and Vlada Limic},
  year={2010}
}
Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important… 

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