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Author : Donald L. Iglehart
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (227 download)
Download or read book Functional Central Limit Theorems for Random Walks Conditioned to Stay Positive written by Donald L. Iglehart and published by . This book was released on 1973 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kôhei Uchiyama
Publisher : Springer Nature
ISBN 13 : 3031410203
Total Pages : 277 pages
Book Rating : 4.0/5 (314 download)
Download or read book Potential Functions of Random Walks in Z with Infinite Variance written by Kôhei Uchiyama and published by Springer Nature. This book was released on 2023 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite variance. The central focus is on obtaining reasonably nice estimates of the potential function. These estimates are then applied to various situations, yielding precise asymptotic results on, among other things, hitting probabilities of finite sets, overshoot distributions, Green functions on long finite intervals and the half-line, and absorption probabilities of two-sided exit problems. The potential function of a random walk is a central object in fluctuation theory. If the variance of the step distribution is finite, the potential function has a simple asymptotic form, which enables the theory of recurrent random walks to be described in a unified way with rather explicit formulae. On the other hand, if the variance is infinite, the potential function behaves in a wide range of ways depending on the step distribution, which the asymptotic behaviour of many functionals of the random walk closely reflects. In the case when the step distribution is attracted to a strictly stable law, aspects of the random walk have been intensively studied and remarkable results have been established by many authors. However, these results generally do not involve the potential function, and important questions still need to be answered. In the case where the random walk is relatively stable, or if one tail of the step distribution is negligible in comparison to the other on average, there has been much less work. Some of these unsettled problems have scarcely been addressed in the last half-century. As revealed in this treatise, the potential function often turns out to play a significant role in their resolution. Aimed at advanced graduate students specialising in probability theory, this book will also be of interest to researchers and engineers working with random walks and stochastic systems.
Author : Dmitriĭ Sergeevich Silʹvestrov
Publisher : Springer Science & Business Media
ISBN 13 : 9781852337773
Total Pages : 426 pages
Book Rating : 4.3/5 (377 download)
Download or read book Limit Theorems for Randomly Stopped Stochastic Processes written by Dmitriĭ Sergeevich Silʹvestrov and published by Springer Science & Business Media. This book was released on 2004 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
Author : Iljana Zähle
Publisher :
ISBN 13 : 9787502323677
Total Pages : 38 pages
Book Rating : 4.3/5 (236 download)
Download or read book Functional Central Limit Theorem for the Occupation Time of the Origin for Branching Random Walks in D > written by Iljana Zähle and published by . This book was released on 2005 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark Pollicott
Publisher : Springer Nature
ISBN 13 : 3030748634
Total Pages : 536 pages
Book Rating : 4.0/5 (37 download)
Download or read book Thermodynamic Formalism written by Mark Pollicott and published by Springer Nature. This book was released on 2021-10-01 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume arose from a semester at CIRM-Luminy on “Thermodynamic Formalism: Applications to Probability, Geometry and Fractals” which brought together leading experts in the area to discuss topical problems and recent progress. It includes a number of surveys intended to make the field more accessible to younger mathematicians and scientists wishing to learn more about the area. Thermodynamic formalism has been a powerful tool in ergodic theory and dynamical system and its applications to other topics, particularly Riemannian geometry (especially in negative curvature), statistical properties of dynamical systems and fractal geometry. This work will be of value both to graduate students and more senior researchers interested in either learning about the main ideas and themes in thermodynamic formalism, and research themes which are at forefront of research in this area.
Author : Mats Gyllenberg
Publisher : Walter de Gruyter
ISBN 13 : 3110208253
Total Pages : 593 pages
Book Rating : 4.1/5 (12 download)
Download or read book Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems written by Mats Gyllenberg and published by Walter de Gruyter. This book was released on 2008-10-31 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.
Author : Roman Kotecky
Publisher : World Scientific
ISBN 13 : 981455264X
Total Pages : 274 pages
Book Rating : 4.8/5 (145 download)
Download or read book Phase Transitions: Mathematics, Physics, Biology... - Proceedings Of The Conference written by Roman Kotecky and published by World Scientific. This book was released on 1993-11-19 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the theory of phase transitions and its interdisciplinary aspects. More specifically, the idea is to discuss the notion of the Gibbs state and its use (and limitations) in different applications.
Author : Kai Lai Chung
Publisher : World Scientific
ISBN 13 : 9789812567130
Total Pages : 344 pages
Book Rating : 4.5/5 (671 download)
Download or read book Chance & Choice written by Kai Lai Chung and published by World Scientific. This book was released on 2004 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a historical essay entitled OC Will the Sun Rise Again?OCO and ends with a general address entitled OC Mathematics and ApplicationsOCO. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrAdingerOCoFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book. Contents: On Mutually Favorable Events; On Fluctuations in Coin-Tossing; On a Stochastic Approximation Method; On the Martin Boundary for Markov Chains; A Cluster of Great Formulas; Probabilistic Methods in Markov Chains; Markov Processes with Infinities; Probability Methods in Potential Theory; Plya''s Work in Probability; Probability and Doob; In Memory of L(r)vy and Fr(r)chet; and other papers. Readership: Graduate students, teachers and researchers in probability and statistics."
Author : Jim Pitman
Publisher : Springer Science & Business Media
ISBN 13 : 354030990X
Total Pages : 257 pages
Book Rating : 4.5/5 (43 download)
Download or read book Combinatorial Stochastic Processes written by Jim Pitman and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Author : Vladimir Panov
Publisher : Springer
ISBN 13 : 331965313X
Total Pages : 506 pages
Book Rating : 4.3/5 (196 download)
Download or read book Modern Problems of Stochastic Analysis and Statistics written by Vladimir Panov and published by Springer. This book was released on 2017-11-21 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Author :
Publisher :
ISBN 13 :
Total Pages : 1138 pages
Book Rating : 4.:/5 (36 download)
Download or read book The Annals of Probability written by and published by . This book was released on 1977 with total page 1138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Annals of probability is an official journal of the Institute of Mathematical Statistics. With the Annals of statistics, it supersedes the Annals of mathematical statistics.
Author : Jewgeni H. Dshalalow
Publisher : CRC Press
ISBN 13 : 1000949931
Total Pages : 530 pages
Book Rating : 4.0/5 (9 download)
Download or read book Advances in Queueing Theory, Methods, and Open Problems written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2023-07-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.
Author : Gerardus Hooghiemstra
Publisher :
ISBN 13 :
Total Pages : 172 pages
Book Rating : 4.:/5 (27 download)
Download or read book Brownian Excursion and Limit Theorems for the M/G/1 Queue written by Gerardus Hooghiemstra and published by . This book was released on 1979 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Serguei Popov
Publisher : Cambridge University Press
ISBN 13 : 1108472451
Total Pages : 224 pages
Book Rating : 4.1/5 (84 download)
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.
Author : Kai Lai Chung
Publisher : World Scientific
ISBN 13 : 9814482013
Total Pages : 327 pages
Book Rating : 4.8/5 (144 download)
Download or read book Chance And Choice: Memorabilia written by Kai Lai Chung and published by World Scientific. This book was released on 2004-10-29 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a historical essay entitled “Will the Sun Rise Again?” and ends with a general address entitled “Mathematics and Applications”. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, Schrödinger-Feynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book.
Author :
Publisher :
ISBN 13 :
Total Pages : 676 pages
Book Rating : 4.X/5 (2 download)
Download or read book Probability and Mathematical Statistics written by and published by . This book was released on 1988 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kai Lai Chung
Publisher : World Scientific
ISBN 13 : 9812833854
Total Pages : 847 pages
Book Rating : 4.8/5 (128 download)
Download or read book Selected Works of Kai Lai Chung written by Kai Lai Chung and published by World Scientific. This book was released on 2008 with total page 847 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrdinger equation.As Kai Lai Chung's contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics.
