Dynamic Random Walks: Theory and Applications

ISBN-13: 9780444527356 / Angielski / Twarda / 2006 / 266 str.

Nadine Guillotin-Plantard; Rene Schott

Opis

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

Spis treści

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