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Dynamic random walks : theory and applications /

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 appendic...

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Bibliographic Details
Main Authors: Guillotin-Plantard, Nadine. (Author)
Corporate Authors: Elsevier Science & Technology.
Group Author: Schott, Rene .
Published: Elsevier,
Publisher Address: Amsterdam ; Boston ; Oxford :
Publication Dates: 2006.
Literature type: eBook
Language: English
Edition: First edition.
Subjects:
Random walks (Mathematics)
MATHEMATICS > General. > General.
Random walks (statistiek)
Electronic books.
Online Access: http://www.sciencedirect.com/science/book/9780444527356
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.
Carrier Form: 1 online resource (xii, 266 pages) : illustrations
Bibliography: Includes bibliographical references (pages 249-263) and index.
ISBN: 9780444527356
0444527354
0080462847
9780080462844
Index Number: QA274
CLC: O211.6
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.

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