Dynamic Random Walks
Theory and Applications
- 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.
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.
- Published: February 2006
- Imprint: ELSEVIER
- ISBN: 978-0-444-52735-6
Table of ContentsPreface
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