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Non-homogeneous random walks : Lyapunov function methods for near-critical stochastic systems /
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 cr...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2017.
|
| Colección: | Cambridge tracts in mathematics ;
209. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction
- Semimartingale approach and Markov chains
- Lamperti's problem
- Many-dimensional random walks
- Heavy tails
- Further applications
- Markov chains in continuous time.