Introductory Lectures On Fluctuations Of L Vy Processes With Applications

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Introductory Lectures On Fluctuations Of L Vy Processes With Applications

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Author : Andreas E. Kyprianou
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-12-18

Introductory Lectures On Fluctuations Of L Vy Processes With Applications written by Andreas E. Kyprianou 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 2006-12-18 with Mathematics categories.

This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.

Elements Of Random Walk And Diffusion Processes

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Author : Oliver C. Ibe
language : en
Publisher: John Wiley & Sons
Release Date : 2013-09-23

Elements Of Random Walk And Diffusion Processes written by Oliver C. Ibe and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-23 with Mathematics categories.

Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes. With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features: Basic concepts in probability, an overview of stochastic and fractional processes, and elements of graph theory Numerous practical applications of random walk across various disciplines, including how to model stock prices and gambling, describe the statistical properties of genetic drift, and simplify the random movement of molecules in liquids and gases Examples of the real-world applicability of random walk such as node movement and node failure in wireless networking, the size of the Web in computer science, and polymers in physics Plentiful examples and exercises throughout that illustrate the solution of many practical problems Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.

Bell Laboratories Talks And Papers

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Author : Bell Telephone Laboratories. Libraries and Information Systems Center
language : en
Publisher:
Release Date : 1974

Bell Laboratories Talks And Papers written by Bell Telephone Laboratories. Libraries and Information Systems Center and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Electrical engineering categories.

Btl Talks And Papers

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Author : Bell Telephone Laboratories, inc. Technical Information Libraries
language : en
Publisher:
Release Date : 1973

Btl Talks And Papers written by Bell Telephone Laboratories, inc. Technical Information Libraries and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Physics categories.

Physics Briefs

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Author :
language : en
Publisher:
Release Date : 1990

Physics Briefs written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Physics categories.

Subject Guide To Books In Print

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Author :
language : en
Publisher:
Release Date : 1983

Subject Guide To Books In Print written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with American literature categories.

Mathematical Reviews

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Author :
language : en
Publisher:
Release Date : 1997

Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Mathematics categories.

American Book Publishing Record

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Author :
language : en
Publisher:
Release Date : 1988

American Book Publishing Record written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with United States categories.

Bibliographic Guide To East Asian Studies 1996

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Author : G K HALL
language : en
Publisher: Macmillan Reference USA
Release Date : 1997-07

Bibliographic Guide To East Asian Studies 1996 written by G K HALL and has been published by Macmillan Reference USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-07 with Reference categories.

Monthly List Of Russian Accessions

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Author : Library of Congress. Processing Department
language : en
Publisher:
Release Date : 1965-04

Monthly List Of Russian Accessions written by Library of Congress. Processing Department and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965-04 with Russian literature categories.