Random Walk In Random And Non Random Environments
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Random Walk In Random And Non Random Environments
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Author : P l Rvsz
language : en
Publisher: World Scientific
Release Date : 2013
Random Walk In Random And Non Random Environments written by P l Rvsz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Mathematics categories.
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results OCo mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.
Random Walk In Random And Non Random Environments
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Author : P l Rvsz
language : en
Publisher: World Scientific
Release Date : 2005
Random Walk In Random And Non Random Environments written by P l Rvsz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results OCo mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk. Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion."
Random Walk In Random And Non Random Environments
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Author : P l Rvsz
language : en
Publisher: World Scientific
Release Date : 2005
Random Walk In Random And Non Random Environments written by P l Rvsz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ? mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion.
Random Walk In Random And Non Random Environments Third Edition
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Author : Pal Revesz
language : en
Publisher: World Scientific
Release Date : 2013-03-06
Random Walk In Random And Non Random Environments Third Edition written by Pal Revesz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-06 with Mathematics categories.
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.
An Unbounded Experience In Random Walks With Applications
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Author : Michael F Shlesinger
language : en
Publisher: World Scientific
Release Date : 2021-06-29
An Unbounded Experience In Random Walks With Applications written by Michael F Shlesinger and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-29 with Mathematics categories.
This volume comprises the author's account of the development of novel results in random walk theory and its applications during the fractal and chaos revolutions. The early history of probability is presented in an engaging manner, and peppered with pitfalls and paradoxes. Readers will find the introduction of Paul Lévy's work via Mandelbrot's Lévy flights which are featured uniquely as Weierstrass and Riemann random walks.Generalizations to coupled memories, internal states and fractal time are introduced at the level for graduate students. Mathematical developments are explained including Green's functions, inverse Mellin transforms, Jacobians, and matrix methods. Applications are made to anomalous diffusion and conductivity in amorphous semiconductors and supercooled liquids. The glass transition is discussed especially for pressure effects.All along the way, personal stories are recounted and special appreciations are made to Elliott Montroll and Harvey Scher for their ever-expanding influence on the field of non-equilibrium anomalous processes that now are found in topics including disordered materials, water table processes, animal foraging, blinking quantum dots, rotating flows, optical lattices, dynamical strange attractors and strange kinetics.
Random Walks And Random Environments
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Author : B. D. Hughes
language : en
Publisher:
Release Date : 2023
Random Walks And Random Environments written by B. D. Hughes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with Chemistry, Physical and theoretical categories.
This volume is devoted to probability theory in physics, physical chemistry and engineering. It provides an introduction to the problem of "random walk" and its applications. A prior knowledge of probability theory is helpful, but not assumed.
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.
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.
Non Homogeneous Random Walks
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Author : Mikhail Vasilʹevich Menʹshikov
language : en
Publisher:
Release Date : 2017
Non Homogeneous Random Walks written by Mikhail Vasilʹevich Menʹshikov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with MATHEMATICS categories.
Random Walk To Nowhere A How The Professors Caused A Real Fraud On The Market
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Author : Edward E Williams
language : en
Publisher: World Scientific
Release Date : 2020-02-04
Random Walk To Nowhere A How The Professors Caused A Real Fraud On The Market written by Edward E Williams and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-04 with Business & Economics categories.
This book is about an intellectual fraud, one that has become part of legal doctrine that has greatly influenced decisions all the way up to the United States Supreme Court. The 'efficient market hypothesis' (EMH), born from the Random Walk theory, started out as an honest attempt to improve insights into how financial markets work, but eventually became almost a religion that every financial economist had to buy into, or risk professional crucifixion. The EMH began over a half century ago. It posits that share prices reflect all available market information, and that it is impossible to consistently outperform the market. This theory dominated research in the academic financial community from the outset, and has continued to do so for decades. Meanwhile, the evidence for above-average profit-making opportunities in the markets has been unfairly suppressed.Written for practitioners in the business, finance and legal industries, this book outlines the major issues that gave rise to the fraud, focusing on the role of statistics in the rise of what the authors call the 'New Finance.' It details the developments and results of the exclusion of other theories from efficient markets research and highlights the problems arising from a dogmatic adherence to EMH.