Non-homogeneous Random Walks
Title | Non-homogeneous Random Walks PDF eBook |
Author | Mikhail Menshikov |
Publisher | Cambridge University Press |
Pages | 385 |
Release | 2016-12-22 |
Genre | Mathematics |
ISBN | 1316867366 |
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.
Non-homogeneous Random Walks
Title | Non-homogeneous Random Walks PDF eBook |
Author | Mikhail Menshikov |
Publisher | |
Pages | 384 |
Release | 2016 |
Genre | Random walks |
ISBN | 9781316868805 |
A modern presentation of the 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks.
Non-homogeneous Random Walks
Title | Non-homogeneous Random Walks PDF eBook |
Author | Mikhail Vasilʹevich Menʹshikov |
Publisher | |
Pages | 363 |
Release | 2017 |
Genre | MATHEMATICS |
ISBN | 9781316868980 |
Two-Dimensional Random Walk
Title | Two-Dimensional Random Walk PDF eBook |
Author | Serguei Popov |
Publisher | Cambridge University Press |
Pages | 224 |
Release | 2021-03-18 |
Genre | Mathematics |
ISBN | 1108472451 |
A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
Non-Homogeneous Markov Chains and Systems
Title | Non-Homogeneous Markov Chains and Systems PDF eBook |
Author | P.-C.G. Vassiliou |
Publisher | CRC Press |
Pages | 607 |
Release | 2022-12-21 |
Genre | Mathematics |
ISBN | 135198070X |
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.
Harmonic Analysis for Anisotropic Random Walks on Homogeneous Trees
Title | Harmonic Analysis for Anisotropic Random Walks on Homogeneous Trees PDF eBook |
Author | Alessandro Figà-Talamanca |
Publisher | American Mathematical Soc. |
Pages | 86 |
Release | 1994 |
Genre | Mathematics |
ISBN | 0821825941 |
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.
Stochastic Models of Structural Plasma Turbulence
Title | Stochastic Models of Structural Plasma Turbulence PDF eBook |
Author | Victor Yu Korolev |
Publisher | Walter de Gruyter |
Pages | 424 |
Release | 2006 |
Genre | Plasma turbulence |
ISBN | 9789067644495 |
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.