Dynamic random walks : theory and applications

著者

書誌事項

Dynamic random walks : theory and applications

by Nadine Guillontin-Plantard, René Schott

Elsevier, 2006

大学図書館所蔵 件 / 26

この図書・雑誌をさがす

注記

Includes bibliographical references (p. 249-263) and index

内容説明・目次

内容説明

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!).

目次

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

「Nielsen BookData」 より

詳細情報

  • NII書誌ID(NCID)
    BA76655179
  • ISBN
    • 9780444527356
  • 出版国コード
    ne
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Amsterdam ; Tokyo
  • ページ数/冊数
    xii, 266 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
ページトップへ