Asymptotic Analysis Of Random Walks

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Asymptotic Analysis Of Random Walks

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Author : Aleksandr Alekseevich Borovkov
language : en
Publisher: Cambridge University Press
Release Date : 2008

Asymptotic Analysis Of Random Walks written by Aleksandr Alekseevich Borovkov and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Asymptotic expansions categories.

This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. It presents a unified and systematic exposition.

Asymptotic Analysis Of Random Walks Light Tailed Distributions

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Author : A. A. Borovkov
language : en
Publisher: Cambridge University Press
Release Date : 2020-10-29

Asymptotic Analysis Of Random Walks Light Tailed Distributions written by A. A. Borovkov and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-29 with Mathematics categories.

A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.

Asymptotic Analysis Of Random Walks

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Author : K A Borovkov
language : en
Publisher:
Release Date : 2014-05-14

Asymptotic Analysis Of Random Walks written by K A Borovkov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-14 with categories.

A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.

Asymptotic Analysis Of Random Walks

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Author : Aleksandr Alekseevich Borovkov
language : en
Publisher:
Release Date : 2008

Asymptotic Analysis Of Random Walks written by Aleksandr Alekseevich Borovkov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Asymptotic expansions categories.

This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions. It presents a unified and systematic exposition.

Random Walks On Reductive Groups

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Author : Yves Benoist
language : en
Publisher:
Release Date : 2016

Random Walks On Reductive Groups written by Yves Benoist and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Random walks (Mathematics) categories.

The classical theory of Random Walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients. Under the assumption that the action of the matrices is semisimple - or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws. This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.

Branching Random Walks

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Author : Zhan Shi
language : en
Publisher: Springer
Release Date : 2016-02-04

Branching Random Walks written by Zhan Shi and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-04 with Mathematics categories.

Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time. Starting with the simple case of Galton-Watson trees, the text primarily concentrates on exploiting, in various contexts, the spinal structure of branching random walks. The notes end with some applications to biased random walks on trees.

Random Walks On Infinite Graphs And Groups

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Author : Wolfgang Woess
language : en
Publisher: Cambridge University Press
Release Date : 2000-02-13

Random Walks On Infinite Graphs And Groups written by Wolfgang Woess and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-02-13 with Mathematics categories.

The main theme of this book is the interplay between the behaviour of a class of stochastic processes (random walks) and discrete structure theory. The author considers Markov chains whose state space is equipped with the structure of an infinite, locally finite graph, or as a particular case, of a finitely generated group. The transition probabilities are assumed to be adapted to the underlying structure in some way that must be specified precisely in each case. From the probabilistic viewpoint, the question is what impact the particular type of structure has on various aspects of the behaviour of the random walk. Vice-versa, random walks may also be seen as useful tools for classifying, or at least describing the structure of graphs and groups. Links with spectral theory and discrete potential theory are also discussed. This book will be essential reading for all researchers working in stochastic process and related topics.

A Guide To First Passage Processes

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Author : Sidney Redner
language : en
Publisher: Cambridge University Press
Release Date : 2001-08-06

A Guide To First Passage Processes written by Sidney Redner and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-08-06 with Business & Economics categories.

The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.

A Lifetime Of Excursions Through Random Walks And L Vy Processes

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Author : Loïc Chaumont
language : en
Publisher: Springer Nature
Release Date : 2022-01-01

A Lifetime Of Excursions Through Random Walks And L Vy Processes written by Loïc Chaumont and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-01 with Mathematics categories.

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

Principles Of Random Walk

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Author : Frank Spitzer
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14

Principles Of Random Walk written by Frank Spitzer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.

In this edition a large number of errors have been corrected, an occasional proof has been streamlined, and a number of references are made to recent pro gress. These references are to a supplementary bibliography, whose items are referred to as [S1] through [S26]. A thorough revision was not attempted. The development of the subject in the last decade would have required a treatment in a much more general con text. It is true that a number of interesting questions remain open in the concrete setting of random walk on the integers. (See [S 19] for a recent survey). On the other hand, much of the material of this book (foundations, fluctuation theory, renewal theorems) is now available in standard texts, e.g. Feller [S9], Breiman [S1], Chung [S4] in the more general setting of random walk on the real line. But the major new development since the first edition occurred in 1969, when D. Ornstein [S22] and C. J. Stone [S26] succeeded in extending the recurrent potential theory in· Chapters II and VII from the integers to the reals. By now there is an extensive and nearly complete potential theory of recurrent random walk on locally compact groups, Abelian ( [S20], [S25]) as well as non Abelian ( [S17], [S2] ). Finally, for the non-specialist there exists now an unsurpassed brief introduction to probabilistic potential theory, in the context of simple random walk and Brownian motion, by Dynkin and Yushkevich [S8].