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Non-homogeneous Random Walks

Author: Mikhail Menshikov

Publisher: Cambridge University Press

Published: 2016-12-22

Total Pages: 385

ISBN-13: 1316867366

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Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.

Book Synopsis Non-homogeneous Random Walks by : Mikhail Menshikov

Download or read book Non-homogeneous Random Walks written by Mikhail Menshikov and published by Cambridge University Press. This book was released on 2016-12-22 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.

Non-homogeneous Random Walks

Author: Mikhail Menshikov

Publisher:

Published: 2016

Total Pages: 384

ISBN-13: 9781316868805

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A modern presentation of the 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks.

Book Synopsis Non-homogeneous Random Walks by : Mikhail Menshikov

Download or read book Non-homogeneous Random Walks written by Mikhail Menshikov and published by . This book was released on 2016 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern presentation of the 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks.

Non-homogeneous Random Walks

Author: Mikhail Vasilʹevich Menʹshikov

Publisher:

Published: 2017

Total Pages: 363

ISBN-13: 9781316868980

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Book Synopsis Non-homogeneous Random Walks by : Mikhail Vasilʹevich Menʹshikov

Download or read book Non-homogeneous Random Walks written by Mikhail Vasilʹevich Menʹshikov and published by . This book was released on 2017 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Two-Dimensional Random Walk

Author: Serguei Popov

Publisher: Cambridge University Press

Published: 2021-03-18

Total Pages: 224

ISBN-13: 1108472451

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A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.

Book Synopsis Two-Dimensional Random Walk by : Serguei Popov

Download or read book Two-Dimensional Random Walk written by Serguei Popov and published by Cambridge University Press. This book was released on 2021-03-18 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.

Non-Homogeneous Markov Chains and Systems

Author: P.-C.G. Vassiliou

Publisher: CRC Press

Published: 2022-12-21

Total Pages: 607

ISBN-13: 135198070X

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Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.

Book Synopsis Non-Homogeneous Markov Chains and Systems by : P.-C.G. Vassiliou

Download or read book Non-Homogeneous Markov Chains and Systems written by P.-C.G. Vassiliou and published by CRC Press. This book was released on 2022-12-21 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.

Harmonic Analysis for Anisotropic Random Walks on Homogeneous Trees

Author: Alessandro Figà-Talamanca

Publisher: American Mathematical Soc.

Published: 1994

Total Pages: 86

ISBN-13: 0821825941

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This work presents a detailed study of the anisotropic series representations of the free product group Z/2Z*...*Z/2Z. These representations are infinite dimensional, irreducible, and unitary and can be divided into principal and complementary series. Anisotropic series representations are interesting because, while they are not restricted from any larger continuous group in which the discrete group is a lattice, they nonetheless share many properties of such restrictions. The results of this work are also valid for nonabelian free groups on finitely many generators.

Book Synopsis Harmonic Analysis for Anisotropic Random Walks on Homogeneous Trees by : Alessandro Figà-Talamanca

Download or read book Harmonic Analysis for Anisotropic Random Walks on Homogeneous Trees written by Alessandro Figà-Talamanca and published by American Mathematical Soc.. This book was released on 1994 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents a detailed study of the anisotropic series representations of the free product group Z/2Z*...*Z/2Z. These representations are infinite dimensional, irreducible, and unitary and can be divided into principal and complementary series. Anisotropic series representations are interesting because, while they are not restricted from any larger continuous group in which the discrete group is a lattice, they nonetheless share many properties of such restrictions. The results of this work are also valid for nonabelian free groups on finitely many generators.

Stochastic Models of Structural Plasma Turbulence

Author: Victor Yu Korolev

Publisher: Walter de Gruyter

Published: 2006

Total Pages: 424

ISBN-13: 9789067644495

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The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Book Synopsis Stochastic Models of Structural Plasma Turbulence by : Victor Yu Korolev

Download or read book Stochastic Models of Structural Plasma Turbulence written by Victor Yu Korolev and published by Walter de Gruyter. This book was released on 2006 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Random Walks and Geometry

Author: Vadim Kaimanovich

Publisher: Walter de Gruyter

Published: 2008-08-22

Total Pages: 545

ISBN-13: 3110198088

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Die jüngsten Entwicklungen zeigen, dass sich Wahrscheinlichkeitsverfahren zu einem sehr wirkungsvollen Werkzeug entwickelt haben, und das auf so unterschiedlichen Gebieten wie statistische Physik, dynamische Systeme, Riemann'sche Geometrie, Gruppentheorie, harmonische Analyse, Graphentheorie und Informatik.

Book Synopsis Random Walks and Geometry by : Vadim Kaimanovich

Download or read book Random Walks and Geometry written by Vadim Kaimanovich and published by Walter de Gruyter. This book was released on 2008-08-22 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Die jüngsten Entwicklungen zeigen, dass sich Wahrscheinlichkeitsverfahren zu einem sehr wirkungsvollen Werkzeug entwickelt haben, und das auf so unterschiedlichen Gebieten wie statistische Physik, dynamische Systeme, Riemann'sche Geometrie, Gruppentheorie, harmonische Analyse, Graphentheorie und Informatik.

Discrete Scattering and Simple Non-simple Face-homogeneous Random Walks

Author: A. Hordijk

Publisher:

Published: 2002

Total Pages: 17

ISBN-13:

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Book Synopsis Discrete Scattering and Simple Non-simple Face-homogeneous Random Walks by : A. Hordijk

Download or read book Discrete Scattering and Simple Non-simple Face-homogeneous Random Walks written by A. Hordijk and published by . This book was released on 2002 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotic Analysis of Random Walks

Author: A. A. Borovkov

Publisher: Cambridge University Press

Published: 2020-10-29

Total Pages: 437

ISBN-13: 1108901204

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This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.

Book Synopsis Asymptotic Analysis of Random Walks by : A. A. Borovkov

Download or read book Asymptotic Analysis of Random Walks written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.