Random Walk In Random And Non Random Environments Third Edition PDF Download
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| Author | : Pal Revesz |
| Publisher | : World Scientific |
| Total Pages | : 421 |
| Release | : 2013-03-06 |
| Genre | : Mathematics |
| ISBN | : 9814447528 |
Download Random Walk In Random And Non-random Environments (Third Edition) Book in PDF, ePub and Kindle
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.
| Author | : Pal Revesz |
| Publisher | : World Scientific |
| Total Pages | : 397 |
| Release | : 2005-08-11 |
| Genre | : Mathematics |
| ISBN | : 9814480223 |
Download Random Walk In Random And Non-random Environments (Second Edition) Book in PDF, ePub and Kindle
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion.
| Author | : P. Revesz |
| Publisher | : World Scientific Publishing Company Incorporated |
| Total Pages | : 332 |
| Release | : 1990-01-01 |
| Genre | : Business & Economics |
| ISBN | : 9789810237677 |
Download Random Walk in Random and Non-Random Environments Book in PDF, ePub and Kindle
| Author | : Pal Revesz |
| Publisher | : |
| Total Pages | : |
| Release | : 1990 |
| Genre | : |
| ISBN | : |
Download Random walk in non-random environments Book in PDF, ePub and Kindle
| 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 | : Andrei N Borodin |
| Publisher | : Birkhäuser |
| Total Pages | : 641 |
| Release | : 2017-10-30 |
| Genre | : Mathematics |
| ISBN | : 3319623109 |
Download Stochastic Processes Book in PDF, ePub and Kindle
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
| Author | : George Herbert Weiss |
| Publisher | : Elsevier Science & Technology |
| Total Pages | : 388 |
| Release | : 1994 |
| Genre | : Computers |
| ISBN | : |
Download Aspects and Applications of the Random Walk Book in PDF, ePub and Kindle
Paperback. Both the formalism and many of the attendant ideas related to the random walk lie at the core of a significant fraction of contemporary research in statistical physics. In the language of physics the random walk can be described as a microscopic model for transport processes which have some element of randomness. The starting point of nearly all analyses of transport in disordered media is to be found in one or another type of random walk model. Mathematical formalism based on the theory of random walks is not only pervasive in a number of areas of physics, but also finds application in many areas of chemistry. The random walk has also been applied to the study of a number of biological phenomena.Despite the obvious importance of random walks in these and other applications there are few books devoted to the subject. This is therefore a timely introduction to the subject which will be welcomed by students and more senior researchers who have
| Author | : Werner Linde |
| Publisher | : Walter de Gruyter GmbH & Co KG |
| Total Pages | : 622 |
| Release | : 2024-06-04 |
| Genre | : Mathematics |
| ISBN | : 3111325172 |
Download Probability Theory Book in PDF, ePub and Kindle
This book is intended as an introduction to Probability Theory and Mathematical Statistics for students in mathematics, the physical sciences, engineering, and related fields. It is based on the author’s 25 years of experience teaching probability and is squarely aimed at helping students overcome common difficulties in learning the subject. The focus of the book is an explanation of the theory, mainly by the use of many examples. Whenever possible, proofs of stated results are provided. All sections conclude with a short list of problems. The book also includes several optional sections on more advanced topics. This textbook would be ideal for use in a first course in Probability Theory. Contents: Probabilities Conditional Probabilities and Independence Random Variables and Their Distribution Operations on Random Variables Expected Value, Variance, and Covariance Normally Distributed Random Vectors Limit Theorems Introduction to Stochastic Processes Mathematical Statistics Appendix Bibliography Index
| Author | : Barry D. Hughes |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2023 |
| Genre | : Mathematical physics |
| ISBN | : 9781383026252 |
Download Random Walks and Random Environments Book in PDF, ePub and Kindle
| Author | : Amir Dembo |
| Publisher | : Springer |
| Total Pages | : 283 |
| Release | : 2005-11-26 |
| Genre | : Mathematics |
| ISBN | : 3540315373 |
Download Lectures on Probability Theory and Statistics Book in PDF, ePub and Kindle
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.
