Dynamic random walks : theory and applications
Author(s)
Bibliographic Information
Dynamic random walks : theory and applications
Elsevier, 2006
Available at / 26 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
519.282/G9462080132876
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Note
Includes bibliographical references (p. 249-263) and index
Description and Table of Contents
Description
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!).
Table of Contents
PrefacePart I. Theoretical Aspects1. Preliminaries on Dynamic Random Walks2. Limit Theorems for Dynamic Random Walks3. Recurrence and Transience4. Dynamic Random Walks in a Random Scenery5. Ergodic Theorems6. Dynamic Random Walks on Heisenberg Groups7. Dynamic Quantum Bernoulli Random WalksPart II. Applications8. Distributed Algorithms with Dynamical Random Transitions9. Data Structures with Dynamical Random Transitions10. Transient Random Walks on Dynamically Oriented Lattices11. Asset Pricing in Dynamic (B, s)-MarketsAppendicesReferencesIndex
by "Nielsen BookData"