Locally Perturbed Random Walks
Produktnummer:
186dfc7cc60e5c4210945f0ad7585caeb7
| Autor: | Iksanov, Alexander Marynych, Alexander Pilipenko, Andrey Samoilenko, Ihor |
|---|---|
| Themengebiete: | Brownian motion Globally perturbed random walks Locally perturbed random walks Lévy processes Markov processes Perturbed random walks Random walks Random walks membranes Skorokhod reflection problem Skorokhod space |
| Veröffentlichungsdatum: | 22.04.2025 |
| EAN: | 9783031839184 |
| Sprache: | Englisch |
| Seitenzahl: | 248 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer International Publishing |
Produktinformationen "Locally Perturbed Random Walks"
This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications. The authors present the material in a self-contained manner, providing strong motivation in Chapter One with illustrative examples of locally perturbed random walks and an introduction of the mathematical tools that are used throughout the book. Chapter Two shows the construction of various stochastic processes that serve as scaling limits for locally perturbed random walks, particularly focusing on reflected and skewed processes. In Chapter Three, the authors prove various limit theorems for these perturbed random walks. The final chapter serves as an appendix that collects essential background material for readers who wish to understand the arguments more deeply. Locally Perturbed Random Walks will appeal to researchers interested in this area within modern probability theory. It is also accessible to students who have taken a second course in probability.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen