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Dynamic random walks [[electronic resource] ] : theory and applications / / by Nadine Guillotin-Plantard, René Schott
| Dynamic random walks [[electronic resource] ] : theory and applications / / by Nadine Guillotin-Plantard, René Schott |
| Autore | Guillotin-Plantard Nadine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam, : Elsevier, 2006 |
| Descrizione fisica | 1 online resource (279 p.) |
| Disciplina | 519.282 |
| Altri autori (Persone) | SchottRené |
| Soggetto topico |
Random walks (Mathematics)
Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-64195-9
9786610641956 0-08-046284-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
front cover; copyright; table of contents; front matter; Preface; body; THEORETICAL ASPECTS; PRELIMINARIES ON DYNAMIC RANDOM WALKS; Introduction; Definitions; A riemannian dynamic random walk; Examples; LIMIT THEOREMS FOR DYNAMIC RANDOM WALKS; A strong law of large numbers; A central limit theorem; A local limit theorem; A Strassen's Functional Law of the Iterated Logarithm; A functional large deviation principle; RECURRENCE AND TRANSIENCE; Introduction; The one-dimensional case; The higher-dimensional case; DYNAMIC RANDOM WALKS IN A RANDOM SCENERY; The recurrent case; The transient case
A particular dynamical system: The rotation on the torusERGODIC THEOREMS; Introduction; Principal Results; Proof of Theorems 5.4 and 5.5; Proof of Theorem 5.3; Proof of Theorem 5.6; DYNAMIC RANDOM WALKS ON HEISENBERG GROUPS; Introduction; Generalities on Heisenberg groups; Limit theorems; DYNAMIC QUANTUM BERNOULLI RANDOM WALKS; Introduction; Quantum probabilistic notions; Quantum Bernoulli random walks; The dual of SU(2); Quantum Bernoulli random walks as random walks on the dual of SU(2); Dynamic random walks on the dual of SU(2); APPLICATIONS DISTRIBUTED ALGORITHMS WITH DYNAMICAL RANDOM TRANSITIONSColliding stacks; The banker algorithm; DATA STRUCTURES WITH DYNAMICAL RANDOM TRANSITIONS; Introduction; Preliminaries; Dynamic linear lists; Dynamic priority queues; Dynamic dictionaries; An example: Linear lists and rotation on the torus; TRANSIENT RANDOM WALKS ON DYNAMICALLY ORIENTED LATTICES; Introduction; Model and results; Proofs; Examples; ASSET PRICING IN DYNAMIC (B,S)-MARKETS; Introduction; Absence of Arbitrage of Dynamic (B,S)-Markets; Completeness of Dynamic (B,S)-Markets Fair Pricing and Hedging Strategies in Complete Dynamic MarketsGamma-Pricing and Gamma-Hedging; Asymptotic Behavior of Binary (B,S)-markets; back matter; Appendices; A Ergodic theory; Some definitions and basic theorems; Examples of dynamical systems; B Some Results on Diophantine Approximations; C Skorohod metric; D Fourier series; E Hilbert spaces, representations, *-algebras, von Neumann algebras; Hilbert spaces; Lie algebras and representations; *-algebras and von Neumann algebras; References; Index |
| Record Nr. | UNINA-9910457240403321 |
Guillotin-Plantard Nadine
|
||
| Amsterdam, : Elsevier, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic random walks [[electronic resource] ] : theory and applications / / by Nadine Guillotin-Plantard, René Schott
| Dynamic random walks [[electronic resource] ] : theory and applications / / by Nadine Guillotin-Plantard, René Schott |
| Autore | Guillotin-Plantard Nadine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam, : Elsevier, 2006 |
| Descrizione fisica | 1 online resource (279 p.) |
| Disciplina | 519.282 |
| Altri autori (Persone) | SchottRené |
| Soggetto topico |
Random walks (Mathematics)
Stochastic processes |
| ISBN |
1-280-64195-9
9786610641956 0-08-046284-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
front cover; copyright; table of contents; front matter; Preface; body; THEORETICAL ASPECTS; PRELIMINARIES ON DYNAMIC RANDOM WALKS; Introduction; Definitions; A riemannian dynamic random walk; Examples; LIMIT THEOREMS FOR DYNAMIC RANDOM WALKS; A strong law of large numbers; A central limit theorem; A local limit theorem; A Strassen's Functional Law of the Iterated Logarithm; A functional large deviation principle; RECURRENCE AND TRANSIENCE; Introduction; The one-dimensional case; The higher-dimensional case; DYNAMIC RANDOM WALKS IN A RANDOM SCENERY; The recurrent case; The transient case
A particular dynamical system: The rotation on the torusERGODIC THEOREMS; Introduction; Principal Results; Proof of Theorems 5.4 and 5.5; Proof of Theorem 5.3; Proof of Theorem 5.6; DYNAMIC RANDOM WALKS ON HEISENBERG GROUPS; Introduction; Generalities on Heisenberg groups; Limit theorems; DYNAMIC QUANTUM BERNOULLI RANDOM WALKS; Introduction; Quantum probabilistic notions; Quantum Bernoulli random walks; The dual of SU(2); Quantum Bernoulli random walks as random walks on the dual of SU(2); Dynamic random walks on the dual of SU(2); APPLICATIONS DISTRIBUTED ALGORITHMS WITH DYNAMICAL RANDOM TRANSITIONSColliding stacks; The banker algorithm; DATA STRUCTURES WITH DYNAMICAL RANDOM TRANSITIONS; Introduction; Preliminaries; Dynamic linear lists; Dynamic priority queues; Dynamic dictionaries; An example: Linear lists and rotation on the torus; TRANSIENT RANDOM WALKS ON DYNAMICALLY ORIENTED LATTICES; Introduction; Model and results; Proofs; Examples; ASSET PRICING IN DYNAMIC (B,S)-MARKETS; Introduction; Absence of Arbitrage of Dynamic (B,S)-Markets; Completeness of Dynamic (B,S)-Markets Fair Pricing and Hedging Strategies in Complete Dynamic MarketsGamma-Pricing and Gamma-Hedging; Asymptotic Behavior of Binary (B,S)-markets; back matter; Appendices; A Ergodic theory; Some definitions and basic theorems; Examples of dynamical systems; B Some Results on Diophantine Approximations; C Skorohod metric; D Fourier series; E Hilbert spaces, representations, *-algebras, von Neumann algebras; Hilbert spaces; Lie algebras and representations; *-algebras and von Neumann algebras; References; Index |
| Record Nr. | UNINA-9910784600403321 |
|
Guillotin-Plantard Nadine
|
||
| Amsterdam, : Elsevier, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||