Dynamic Random Walks book cover

Dynamic Random Walks

Theory and Applications

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!).

Audience
This book is intended for mathematicians, computer scientists and all researchers interested by recent developments in probability theory and their applications. The book contains introductory material for graduate students who are new to the field, as well as more advanced material for specialists.

Hardbound, 278 Pages

Published: February 2006

Imprint: Elsevier

ISBN: 978-0-444-52735-6

Contents

  • 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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