Non Homogeneous Random Walks PDF Download
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Author | : Mikhail Menshikov |
Publisher | : Cambridge University Press |
Total Pages | : 385 |
Release | : 2016-12-22 |
Genre | : Mathematics |
ISBN | : 1316867366 |
Download Non-homogeneous Random Walks Book in PDF, ePub and Kindle
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
Author | : Mikhail Menshikov |
Publisher | : |
Total Pages | : 384 |
Release | : 2016 |
Genre | : Random walks |
ISBN | : 9781316868805 |
Download Non-homogeneous Random Walks Book in PDF, ePub and Kindle
A modern presentation of the 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks.
Author | : Mikhail Vasilʹevich Menʹshikov |
Publisher | : |
Total Pages | : 363 |
Release | : 2017 |
Genre | : MATHEMATICS |
ISBN | : 9781316868980 |
Download Non-homogeneous Random Walks Book in PDF, ePub and Kindle
Author | : Serguei Popov |
Publisher | : Cambridge University Press |
Total Pages | : 224 |
Release | : 2021-03-18 |
Genre | : Mathematics |
ISBN | : 1108472451 |
Download Two-Dimensional Random Walk Book in PDF, ePub and Kindle
A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
Author | : P.-C.G. Vassiliou |
Publisher | : CRC Press |
Total Pages | : 607 |
Release | : 2022-12-21 |
Genre | : Mathematics |
ISBN | : 135198070X |
Download Non-Homogeneous Markov Chains and Systems Book in PDF, ePub and Kindle
Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
Author | : Alessandro Figà-Talamanca |
Publisher | : American Mathematical Soc. |
Total Pages | : 86 |
Release | : 1994 |
Genre | : Mathematics |
ISBN | : 0821825941 |
Download Harmonic Analysis for Anisotropic Random Walks on Homogeneous Trees Book in PDF, ePub and Kindle
This work presents a detailed study of the anisotropic series representations of the free product group Z/2Z*...*Z/2Z. These representations are infinite dimensional, irreducible, and unitary and can be divided into principal and complementary series. Anisotropic series representations are interesting because, while they are not restricted from any larger continuous group in which the discrete group is a lattice, they nonetheless share many properties of such restrictions. The results of this work are also valid for nonabelian free groups on finitely many generators.
Author | : Victor Yu Korolev |
Publisher | : Walter de Gruyter |
Total Pages | : 424 |
Release | : 2006 |
Genre | : Plasma turbulence |
ISBN | : 9789067644495 |
Download Stochastic Models of Structural Plasma Turbulence Book in PDF, ePub and Kindle
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Author | : Vadim Kaimanovich |
Publisher | : Walter de Gruyter |
Total Pages | : 545 |
Release | : 2008-08-22 |
Genre | : Mathematics |
ISBN | : 3110198088 |
Download Random Walks and Geometry Book in PDF, ePub and Kindle
Die jüngsten Entwicklungen zeigen, dass sich Wahrscheinlichkeitsverfahren zu einem sehr wirkungsvollen Werkzeug entwickelt haben, und das auf so unterschiedlichen Gebieten wie statistische Physik, dynamische Systeme, Riemann'sche Geometrie, Gruppentheorie, harmonische Analyse, Graphentheorie und Informatik.
Author | : A. Hordijk |
Publisher | : |
Total Pages | : 17 |
Release | : 2002 |
Genre | : |
ISBN | : |
Download Discrete Scattering and Simple Non-simple Face-homogeneous Random Walks Book in PDF, ePub and Kindle
Author | : A. A. Borovkov |
Publisher | : Cambridge University Press |
Total Pages | : 437 |
Release | : 2020-10-29 |
Genre | : Mathematics |
ISBN | : 1108901204 |
Download Asymptotic Analysis of Random Walks Book in PDF, ePub and Kindle
This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.