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The art of random walks / / Andrs Telcs
| The art of random walks / / Andrs Telcs |
| Autore | Telcs Andrs |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (VII, 200 p.) |
| Disciplina | 519.282 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Random walks (Mathematics) |
| ISBN |
1-280-63516-9
9786610635160 3-540-33028-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Potential theory and isoperimetric inequalities -- Basic definitions and preliminaries -- Some elements of potential theory -- Isoperimetric inequalities -- Polynomial volume growth -- Local theory -- Motivation of the local approach -- Einstein relation -- Upper estimates -- Lower estimates -- Two-sided estimates -- Closing remarks -- Parabolic Harnack inequality -- Semi-local theory. |
| Record Nr. | UNINA-9910483941403321 |
Telcs Andrs
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| Berlin ; ; Heidelberg : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The art of random walks / / Andrs Telcs
| The art of random walks / / Andrs Telcs |
| Autore | Telcs Andrs |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (VII, 200 p.) |
| Disciplina | 519.282 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Random walks (Mathematics) |
| ISBN |
1-280-63516-9
9786610635160 3-540-33028-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Potential theory and isoperimetric inequalities -- Basic definitions and preliminaries -- Some elements of potential theory -- Isoperimetric inequalities -- Polynomial volume growth -- Local theory -- Motivation of the local approach -- Einstein relation -- Upper estimates -- Lower estimates -- Two-sided estimates -- Closing remarks -- Parabolic Harnack inequality -- Semi-local theory. |
| Record Nr. | UNISA-996466645703316 |
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Telcs Andrs
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| Berlin ; ; Heidelberg : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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The art of random walks / András Telcs
| The art of random walks / András Telcs |
| Autore | Telcs, András |
| Pubbl/distr/stampa | Berlin : Springer, c2006 |
| Descrizione fisica | vii, 195 p. : ill. ; 24 cm |
| Disciplina | 519.282 |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1885 |
| Soggetto topico | Random walks (Mathematics) |
| ISBN | 3540330275 |
| Classificazione |
AMS 60J10
AMS 60J45 LC QA3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001751409707536 |
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Telcs, András
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| Berlin : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Asymptotic analysis of random walks : heavy-tailed distributions / A. A. Borovkov, K. A. Borovkov ; translated by O. B. Borovkova
| Asymptotic analysis of random walks : heavy-tailed distributions / A. A. Borovkov, K. A. Borovkov ; translated by O. B. Borovkova |
| Autore | Borovkov, Aleksandr Alekseevich |
| Pubbl/distr/stampa | Cambridge ; New York : Cambridge University Press, 2008 |
| Descrizione fisica | xxix, 625 p. : ill. ; 25 cm |
| Disciplina | 519.282 |
| Altri autori (Persone) | Borovkov, K. A.author |
| Collana | Encyclopedia of mathematics and its applications ; 118 |
| Soggetto topico |
Random walks (Mathematics)
Asymptotic expansions |
| ISBN | 9780521881173 |
| Classificazione |
AMS 60G
LC QA274.73.B67 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003986679707536 |
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Borovkov, Aleksandr Alekseevich
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| Cambridge ; New York : Cambridge University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden
| Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
| Autore | Bou-Rabee Nawaf |
| Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2018] |
| Descrizione fisica | 1 online resource (v,124 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic differential equations - Numerical solutions
Random walks (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-4919-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910480226803321 |
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Bou-Rabee Nawaf
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| Providence, RI : , : American Mathematical Society, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden
| Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
| Autore | Bou-Rabee Nawaf |
| Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2018] |
| Descrizione fisica | 1 online resource (v,124 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic differential equations - Numerical solutions
Random walks (Mathematics) |
| ISBN | 1-4704-4919-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. |
| Record Nr. | UNINA-9910793321703321 |
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Bou-Rabee Nawaf
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| Providence, RI : , : American Mathematical Society, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden
| Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
| Autore | Bou-Rabee Nawaf |
| Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2018] |
| Descrizione fisica | 1 online resource (v,124 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Stochastic differential equations - Numerical solutions
Random walks (Mathematics) |
| ISBN | 1-4704-4919-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. |
| Record Nr. | UNINA-9910825641503321 |
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Bou-Rabee Nawaf
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| Providence, RI : , : American Mathematical Society, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Directed polymers in random environments [e-book] : École d'Été de Probabilités de Saint-Flour XLVI-2016 / Francis Comets
| Directed polymers in random environments [e-book] : École d'Été de Probabilités de Saint-Flour XLVI-2016 / Francis Comets |
| Autore | Comets, Francis |
| Pubbl/distr/stampa | Cham : Springer, 2017 |
| Descrizione fisica | 1 online resource |
| Disciplina | 519.282 |
| Altri autori (Convegni) | Ecole d'été de probabilités de Saint-Flour <46. ; 2016 ; Saint-Flour, France> |
| Collana | Lecture notes in mathematics, 1617-9692 ; 2175 |
| Soggetto topico |
Random walks (Mathematics)
Martingales (Mathematics) |
| ISBN | 9783319504872 |
| Classificazione |
AMS 60K37
AMS 60F10 AMS 60H05 AMS 60J10 AMS 82-01 AMS 82B20 AMS 82B41 AMS 82D60 LC QA274.73 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction ; 2 Thermodynamics and Phase Transition ; 3 The martingale approach and the L2 region ; 4 Lattice versus tree ; 5 Semimartingale approach and localization transition ; 6 Log-Gamma polymer model ; 7 Kardar-Parisi-Zhang equation and universality ; 8 Variational formulas. |
| Record Nr. | UNISALENTO-991003392369707536 |
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Comets, Francis
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| Cham : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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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 |
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Guillotin-Plantard Nadine
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| Amsterdam, : Elsevier, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
| 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 |
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Guillotin-Plantard Nadine
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| Amsterdam, : Elsevier, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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