Dynamic random walks : theory and applications /

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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 appendic...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Guillotin-Plantard, Nadine
Otros Autores: Schott, René
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston ; Oxford : Elsevier, 2006.
Edición:1st ed.
Temas:
Random walks (Mathematics)
Stochastic processes.
Stochastic Processes
Marches aléatoires (Mathématiques)
Processus stochastiques.
MATHEMATICS > Probability & Statistics > General.
Random walks (statistiek)
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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