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Dynamic Random Walks
ID: 171880
Nadine Guillotin-Plantard, Rene Schott
The aim of this project is to analyze the problem of 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
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
· New probabilistic model, new results in probability theory
· Original applications in computer science
· Applications in mathematical physics
· Applications in finance
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
171880
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Nadine Guillotin-Plantard, Rene Schott