Dynamic random walks : theory and applications
Title:
Dynamic random walks : theory and applications
Author:
Guillotin-Plantard, Nadine.
ISBN:
9780444527356
9780080462844
Personal Author:
Edition:
1st ed.
Publication Information:
Amsterdam ; Boston ; Oxford : Elsevier, 2006.
Physical Description:
1 online resource (xii, 266 pages) : illustrations
Contents:
Preface -- -- Part I. Theoretical Aspects -- -- 1. Preliminaries on Dynamic Random Walks -- -- 2. Limit Theorems for Dynamic Random Walks -- -- 3. Recurrence and Transience -- -- 4. Dynamic Random Walks in a Random Scenery -- -- 5. Ergodic Theorems -- -- 6. Dynamic Random Walks on Heisenberg Groups -- -- 7. Dynamic Quantum Bernoulli Random Walks -- -- Part II. Applications -- -- 8. Distributed Algorithms with Dynamical Random Transitions -- -- 9. Data Structures with Dynamical Random Transitions -- -- 10. Transient Random Walks on Dynamically Oriented Lattices -- -- 11. Asset Pricing in Dynamic (B, s)-Markets -- -- Appendices -- -- References -- -- Index.
Abstract:
The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!). New probabilistic model, new results in probability theory Original applications in computer science Applications in mathematical physics Applications in finance.
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Added Author:
Electronic Access:
ScienceDirect https://www.sciencedirect.com/science/book/9780444527356Available:*
Shelf Number | Item Barcode | Shelf Location | Status |
|---|---|---|---|
| QA274.73 .G85 2006 EB | 1186343-1001 | Elsevier E-Book Collections | Searching... |
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