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Dynamic Random Walks

Nadine Guillotin-Plantard, Rene Schott

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ID: 171880

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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


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