Asymptotic Analysis Of Random Walks Light Tailed Distributions
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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.
Very First Steps In Random Walks
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Author : Norbert Henze
language : en
Publisher: Springer Nature
Release Date : 2025-02-11
Very First Steps In Random Walks written by Norbert Henze and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-11 with Mathematics categories.
With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playful manner in captivating the reader with numerous surprising random phenomena and non-standard limit theorems related to simple random walks and related topics. The work stands out with its consistently problem-oriented, lively presentation, which is further enhanced by 100 illustrative images. The text includes 53 self-assessment questions, with answers provided at the end of each chapter. Additionally, 74 exercises with solutions assist in understanding the material deeply. The text frequently engages in concrete model-building, and the resulting findings are thoroughly discussed and interconnected. Students who have tested this work in introductory seminars on stochastics were particularly fascinated by the interplay of geometric arguments (reflection principle), combinatorics, elementary stochastics, and analysis. This book is a translation of an original German edition. The translation was done with the help of artificial intelligence. A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.
Equivalents Of The Riemann Hypothesis Volume 3 Further Steps Towards Resolving The Riemann Hypothesis
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Author : Kevin Broughan
language : en
Publisher: Cambridge University Press
Release Date : 2023-10-12
Equivalents Of The Riemann Hypothesis Volume 3 Further Steps Towards Resolving The Riemann Hypothesis written by Kevin Broughan 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 2023-10-12 with Mathematics categories.
The Riemann hypothesis (RH) may be the most important outstanding problem in mathematics. This third volume on equivalents to RH comprehensively presents recent results of Nicolas, Rogers–Tao–Dobner, Polymath15, and Matiyasevich. Particularly interesting are derivations which show, assuming all zeros on the critical line are simple, that RH is decidable. Also included are classical Pólya–Jensen equivalence and related developments of Ono et al. Extensive appendices highlight key background results, most of which are proved. The book is highly accessible, with definitions repeated, proofs split logically, and graphical visuals. It is ideal for mathematicians wishing to update their knowledge, logicians, and graduate students seeking accessible number theory research problems. The three volumes can be read mostly independently. Volume 1 presents classical and modern arithmetic RH equivalents. Volume 2 covers equivalences with a strong analytic orientation. Volume 3 includes further arithmetic and analytic equivalents plus new material on RH decidability.
Equivalents Of The Riemann Hypothesis
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Author : Kevin Alfred Broughan
language : en
Publisher: Cambridge University Press
Release Date : 2017
Equivalents Of The Riemann Hypothesis written by Kevin Alfred Broughan 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 2017 with Riemann hypothesis categories.
This three-volume work presents the main known equivalents to the Riemann hypothesis, perhaps the most important problem in mathematics. Volume 3 covers new arithmetic and analytic equivalences from numerous studies in the field, such as Rogers and Tao, and presents derivations which show whether the Riemann hypothesis is decidable.
Random Walk Brownian Motion And Martingales
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Author : Rabi Bhattacharya
language : en
Publisher: Springer Nature
Release Date : 2021-09-20
Random Walk Brownian Motion And Martingales written by Rabi Bhattacharya and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-20 with Mathematics categories.
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.
Compound Renewal Processes
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Author : A. A. Borovkov
language : en
Publisher: Cambridge University Press
Release Date : 2022-06-30
Compound Renewal Processes 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 2022-06-30 with Mathematics categories.
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for researchers and graduate students, presents the general asymptotic theory and generalizes many well-known results concerning random walks. The book contains the key limit theorems for CRPs, functional limit theorems, integro-local limit theorems, large and moderately large deviation principles for CRPs in the state space and in the space of trajectories, including large deviation principles in boundary crossing problems for CRPs, with an explicit form of the rate functionals, and an extension of the invariance principle for CRPs to the domain of moderately large and small deviations. Applications establish the key limit laws for Markov additive processes, including limit theorems in the domains of normal and large deviations.
Coxeter Bialgebras
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Author : Marcelo Aguiar
language : en
Publisher: Cambridge University Press
Release Date : 2022-11-17
Coxeter Bialgebras written by Marcelo Aguiar 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 2022-11-17 with Mathematics categories.
The goal of this monograph is to develop Hopf theory in the setting of a real reflection arrangement. The central notion is that of a Coxeter bialgebra which generalizes the classical notion of a connected graded Hopf algebra. The authors also introduce the more structured notion of a Coxeter bimonoid and connect the two notions via a family of functors called Fock functors. These generalize similar functors connecting Hopf monoids in the category of Joyal species and connected graded Hopf algebras. This monograph opens a new chapter in Coxeter theory as well as in Hopf theory, connecting the two. It also relates fruitfully to many other areas of mathematics such as discrete geometry, semigroup theory, associative algebras, algebraic Lie theory, operads, and category theory. It is carefully written, with effective use of tables, diagrams, pictures, and summaries. It will be of interest to students and researchers alike.