Dynamic Random Walks

Theory and Applications

By

  • Nadine Guillotin-Plantard, University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.
  • Rene Schott, University Henri Poincare-Nancy 1, Institut E. Cartan and LORIA, Vandouevre-les-Nancy 1, France.

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!).
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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.

 

Book information

  • Published: February 2006
  • Imprint: ELSEVIER
  • ISBN: 978-0-444-52735-6


Table of 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