Edition |
1st ed. |
Description |
1 online resource (xii, 266 pages) : illustrations |
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text txt rdacontent |
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computer c rdamedia |
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online resource cr rdacarrier |
Summary |
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. |
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. |
Bibliography |
Includes bibliographical references (pages 249-263) and index. |
Note |
Print version record. |
Language |
English. |
Subject |
Random walks (Mathematics)
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Stochastic processes.
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Stochastic Processes |
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Marches aléatoires (Mathématiques)
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Processus stochastiques.
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MATHEMATICS -- Probability & Statistics -- General.
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Random walks (Mathematics)
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Random walks (statistiek)
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Genre/Form |
dissertations.
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Academic theses
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Academic theses.
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Thèses et écrits académiques.
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Added Author |
Schott, René.
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Other Form: |
Print version: Guillotin-Plantard, Nadine. Dynamic random walks. 1st ed. Amsterdam ; Boston ; Oxford : Elsevier, 2006 0444527354 9780444527356 (OCoLC)62760914 |
ISBN |
9780444527356 |
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0444527354 |
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0080462847 (electronic bk.) |
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9780080462844 (electronic bk.) |
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1280641959 |
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9781280641954 |
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9786610641956 |
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6610641951 |
Standard No. |
AU@ 000048130497 |
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CHNEW 001006039 |
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DEBBG BV036962290 |
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DEBBG BV042317302 |
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DEBBG BV043044057 |
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DEBBG BV044084440 |
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DEBSZ 275171256 |
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DEBSZ 422259802 |
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NZ1 12434664 |
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NZ1 14539980 |
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YDXCP 2495592 |
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