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You searched IISERK - Subject: Rashtrapati Bhavan (New Delhi, India)
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Call Number
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519.282
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Author
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Guillotin-Plantard, Nadine.
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Title
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Dynamic random walks [electronic resource] : theory and applications / by Nadine Guillotin-Plantard, René Schott.
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Publication
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Amsterdam ; Boston ; Oxford : Elsevier, 2006.
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Material Info.
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xii, 266 p. : ill. ; 25 cm.
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Summary Note
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The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!). New probabilistic model, new results in probability theory Original applications in computer science Applications in mathematical physics Applications in finance.
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Notes
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Includes bibliographical references (p. 249-263) and index.
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Notes
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Preface -- -- Part I. Theoretical Aspects -- -- 1. Preliminaries on Dynamic Random Walks -- -- 2. Limit Theorems for Dynamic Random Walks -- -- 3. Recurrence and Transience -- -- 4. Dynamic Random Walks in a Random Scenery -- -- 5. Ergodic Theorems -- -- 6. Dynamic Random Walks on Heisenberg Groups -- -- 7. Dynamic Quantum Bernoulli Random Walks -- -- Part II. Applications -- -- 8. Distributed Algorithms with Dynamical Random Transitions -- -- 9. Data Structures with Dynamical Random Transitions -- -- 10. Transient Random Walks on Dynamically Oriented Lattices -- -- 11. Asset Pricing in Dynamic (B, s)-Markets -- -- Appendices -- -- References -- -- Index.
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Notes
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Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2007.
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ISBN
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9780444527356
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ISBN
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0444527354
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Subject
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Random Walks (Mathematics)
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Subject
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Random walks (statistiek)
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Subject
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Electronic books.
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Added Entry
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Schott, René.
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Added Entry
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ScienceDirect (Online service)
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Date
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Year, Month, Day:01405141
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Link
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An electronic book accessible through the World Wide Web; click for information ScienceDirect
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