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A lifetime of excursions through random walks and Lévy processes : a volume in honour of Ron Doney's 80th birthday / / Loïc Chaumont and Andreas E. Kyprianou, editors
A lifetime of excursions through random walks and Lévy processes : a volume in honour of Ron Doney's 80th birthday / / Loïc Chaumont and Andreas E. Kyprianou, editors
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2021]
Descrizione fisica 1 online resource (354 pages)
Disciplina 519.282
Collana Progress in Probability
Soggetto topico Random walks (Mathematics)
Rutes aleatòries (Matemàtica)
Processos de Lévy
Soggetto genere / forma Homenatges
Llibres electrònics
ISBN 3-030-83309-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910520083903321
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A lifetime of excursions through random walks and Lévy processes : a volume in honour of Ron Doney's 80th birthday / / Loïc Chaumont and Andreas E. Kyprianou, editors
A lifetime of excursions through random walks and Lévy processes : a volume in honour of Ron Doney's 80th birthday / / Loïc Chaumont and Andreas E. Kyprianou, editors
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2021]
Descrizione fisica 1 online resource (354 pages)
Disciplina 519.282
Collana Progress in Probability
Soggetto topico Random walks (Mathematics)
Rutes aleatòries (Matemàtica)
Processos de Lévy
Soggetto genere / forma Homenatges
Llibres electrònics
ISBN 3-030-83309-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996466565203316
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Random walk and diffusion models : an introduction for life and behavioral scientists / / Wolf Schwarz
Random walk and diffusion models : an introduction for life and behavioral scientists / / Wolf Schwarz
Autore Schwarz Wolf
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (218 pages)
Disciplina 570.15195
Soggetto topico Diffusion processes
Biomatemàtica
Processos de difusió
Rutes aleatòries (Matemàtica)
Models matemàtics
Soggetto genere / forma Llibres electrònics
ISBN 9783031121005
9783031120992
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- 1 Introduction -- 1.1 Random Walk and Diffusion Models in the Life and the Behavioral Sciences -- 1.2 Two Historic Examples -- 1.2.1 Galton's Board -- 1.2.2 The Laws of Fick and the Diffusion of Substance -- 1.3 Exercises -- 2 Discrete Random Walks -- 2.1 The Symmetric Simple Random Walk -- 2.1.1 Unrestricted Evolution: Some Basic Properties -- 2.2 The Simple Random Walk with Drift -- 2.2.1 Unrestricted Evolution: Some Basic Properties -- 2.2.2 The Forward and the Backward Equation -- 2.3 Discrete Random Walks in the Presence of Barriers -- 2.3.1 Absorption Probability with a Single Barrier -- 2.3.2 Absorption Probability with Two Barriers -- 2.3.3 Mean First-Passage Time to a Single Barrier -- 2.3.4 Mean First-Passage Time with Two Barriers -- 2.3.5 Conditional Mean First-Passage Time with Two Barriers -- 2.3.6 Generating Functions for First-Passage Problems -- 2.4 The Correlated Random Walk -- 2.4.1 Unrestricted Evolution: The Basic Transition Matrix -- 2.4.2 The Mean and Variance of Correlated Random Walks -- 2.4.3 Correlated Random Walks Between Absorbing Barriers -- 2.4.4 Correlated Random Walks with Randomized Initial Directional State -- 2.5 More General Random Walks -- 2.5.1 The Ehrenfest Model -- 2.5.2 The Fisher-Wright Model of Random Genetic Drift -- 2.6 Exercises -- 3 Small Steps at High Speed: The Diffusion Limit -- 3.1 Small Steps at High Speed: The Diffusion Limit -- 3.2 The Diffusion Equation -- 3.2.1 From Difference Equations to Differential Equations -- 3.2.2 Fick's Laws, Galton's Board, and the Diffusion Equation -- 3.3 An Alternative Derivation: The Moment-Generating Function -- 3.4 Some Elementary Properties of the Continuous Limit -- 3.5 Exercises -- 4 Diffusion with Drift: The Wiener Process -- 4.1 Unrestricted Evolution -- 4.1.1 Limit Conditions for Discrete Random Walks with Drift.
4.1.2 The Forward Equation in the Presence of Drift -- 4.1.3 The Backward Equation for the Wiener Process -- 4.1.4 Explicit Form of the Transition Density -- 4.2 One Absorbing Barrier -- 4.2.1 The Forward Equation for First-Passage Times -- 4.2.2 The Backward Equation for First-Passage Times -- 4.2.3 An Alternative Derivation: The Moment-Generating Function -- 4.3 One Reflecting Barrier -- 4.3.1 Reflecting Barrier in the Absence of Drift -- 4.3.2 Reflecting Barrier in the Presence of Drift -- 4.4 Two Absorbing Barriers -- 4.4.1 Absorption Probability -- 4.4.2 Mean First-Passage Times -- 4.4.3 First-Passage Time Distributions -- 4.4.4 Moment-Generating Functions for Two Barriers -- 4.5 Two Reflecting Barriers -- 4.6 The Mixed Case: One Absorbing and One Reflecting Barrier -- 4.7 The Backward Process -- 4.8 Exercises -- 5 More General Diffusion Processes -- 5.1 Diffusion Processes with State-Dependent Drift and Variance -- 5.2 The Generalized Forward and Backward Diffusion Equations -- 5.3 Examples of More General Diffusion Processes -- 5.3.1 The Ornstein-Uhlenbeck (OU) Process -- 5.3.2 The Fisher-Wright Process -- 5.4 Siegert's Equation for First-Passage Times -- 5.4.1 Application of Siegert's Equation to the Wiener Process -- 5.5 The Darling and Siegert Equations -- 5.6 Exercises -- 6 Differential Equations for Probabilities and Means -- 6.1 Introduction -- 6.2 Two Absorbing Barriers: Unconditional Results -- 6.2.1 Boundary Conditions and Explicit Solutions -- 6.2.2 Mean Unconditional First-Passage Time -- 6.2.3 Examples -- 6.3 Two Absorbing Barriers: Conditional Results -- 6.3.1 Boundary Conditions and Solutions -- 6.3.2 Absorption Probabilities -- 6.3.3 Mean Conditional First-Passage Time -- 6.3.4 Boundary Conditions for the Conditional Case -- 6.3.5 Examples -- 6.4 One Absorbing and One Reflecting Barrier -- 6.4.1 Boundary Conditions and Solutions.
6.4.2 Mean First-Passage Times -- 6.5 Exercises -- 7 Applications of Random Walk and Diffusion Models in the Life and Behavioral Sciences -- 7.1 Stephen J. Gould: The Spread of Excellence -- 7.2 Modeling First Hitting Times -- 7.3 Correlated Random Walks: Generalizations and Applications -- 7.4 Random Walk and Diffusion Models of Animal Movement -- 7.5 Random Walk and Diffusion Models in Sports -- 7.6 Random Walk and Diffusion Models of Animal Decision-Making -- 7.6.1 Sequential Sampling Models of Neuronal Activity in Perceptual Decision-Making -- 7.6.2 Random Walk Models of Discrimination and Choice Behavior in Animals -- 7.6.3 Random Walk Models of Group Decision-Making in Animals -- 7.7 Random Walk and Diffusion Models of Human Decision-Making -- 7.8 Some Further Applications of Random Walk and Diffusion Models in the Behavioral and Life Sciences -- 7.9 Exercises -- References -- I. Books -- II. Articles -- Index.
Record Nr. UNINA-9910616380203321
Schwarz Wolf  
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Random walk and diffusion models : an introduction for life and behavioral scientists / / Wolf Schwarz
Random walk and diffusion models : an introduction for life and behavioral scientists / / Wolf Schwarz
Autore Schwarz Wolf
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (218 pages)
Disciplina 570.15195
Soggetto topico Diffusion processes
Biomatemàtica
Processos de difusió
Rutes aleatòries (Matemàtica)
Models matemàtics
Soggetto genere / forma Llibres electrònics
ISBN 9783031121005
9783031120992
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- 1 Introduction -- 1.1 Random Walk and Diffusion Models in the Life and the Behavioral Sciences -- 1.2 Two Historic Examples -- 1.2.1 Galton's Board -- 1.2.2 The Laws of Fick and the Diffusion of Substance -- 1.3 Exercises -- 2 Discrete Random Walks -- 2.1 The Symmetric Simple Random Walk -- 2.1.1 Unrestricted Evolution: Some Basic Properties -- 2.2 The Simple Random Walk with Drift -- 2.2.1 Unrestricted Evolution: Some Basic Properties -- 2.2.2 The Forward and the Backward Equation -- 2.3 Discrete Random Walks in the Presence of Barriers -- 2.3.1 Absorption Probability with a Single Barrier -- 2.3.2 Absorption Probability with Two Barriers -- 2.3.3 Mean First-Passage Time to a Single Barrier -- 2.3.4 Mean First-Passage Time with Two Barriers -- 2.3.5 Conditional Mean First-Passage Time with Two Barriers -- 2.3.6 Generating Functions for First-Passage Problems -- 2.4 The Correlated Random Walk -- 2.4.1 Unrestricted Evolution: The Basic Transition Matrix -- 2.4.2 The Mean and Variance of Correlated Random Walks -- 2.4.3 Correlated Random Walks Between Absorbing Barriers -- 2.4.4 Correlated Random Walks with Randomized Initial Directional State -- 2.5 More General Random Walks -- 2.5.1 The Ehrenfest Model -- 2.5.2 The Fisher-Wright Model of Random Genetic Drift -- 2.6 Exercises -- 3 Small Steps at High Speed: The Diffusion Limit -- 3.1 Small Steps at High Speed: The Diffusion Limit -- 3.2 The Diffusion Equation -- 3.2.1 From Difference Equations to Differential Equations -- 3.2.2 Fick's Laws, Galton's Board, and the Diffusion Equation -- 3.3 An Alternative Derivation: The Moment-Generating Function -- 3.4 Some Elementary Properties of the Continuous Limit -- 3.5 Exercises -- 4 Diffusion with Drift: The Wiener Process -- 4.1 Unrestricted Evolution -- 4.1.1 Limit Conditions for Discrete Random Walks with Drift.
4.1.2 The Forward Equation in the Presence of Drift -- 4.1.3 The Backward Equation for the Wiener Process -- 4.1.4 Explicit Form of the Transition Density -- 4.2 One Absorbing Barrier -- 4.2.1 The Forward Equation for First-Passage Times -- 4.2.2 The Backward Equation for First-Passage Times -- 4.2.3 An Alternative Derivation: The Moment-Generating Function -- 4.3 One Reflecting Barrier -- 4.3.1 Reflecting Barrier in the Absence of Drift -- 4.3.2 Reflecting Barrier in the Presence of Drift -- 4.4 Two Absorbing Barriers -- 4.4.1 Absorption Probability -- 4.4.2 Mean First-Passage Times -- 4.4.3 First-Passage Time Distributions -- 4.4.4 Moment-Generating Functions for Two Barriers -- 4.5 Two Reflecting Barriers -- 4.6 The Mixed Case: One Absorbing and One Reflecting Barrier -- 4.7 The Backward Process -- 4.8 Exercises -- 5 More General Diffusion Processes -- 5.1 Diffusion Processes with State-Dependent Drift and Variance -- 5.2 The Generalized Forward and Backward Diffusion Equations -- 5.3 Examples of More General Diffusion Processes -- 5.3.1 The Ornstein-Uhlenbeck (OU) Process -- 5.3.2 The Fisher-Wright Process -- 5.4 Siegert's Equation for First-Passage Times -- 5.4.1 Application of Siegert's Equation to the Wiener Process -- 5.5 The Darling and Siegert Equations -- 5.6 Exercises -- 6 Differential Equations for Probabilities and Means -- 6.1 Introduction -- 6.2 Two Absorbing Barriers: Unconditional Results -- 6.2.1 Boundary Conditions and Explicit Solutions -- 6.2.2 Mean Unconditional First-Passage Time -- 6.2.3 Examples -- 6.3 Two Absorbing Barriers: Conditional Results -- 6.3.1 Boundary Conditions and Solutions -- 6.3.2 Absorption Probabilities -- 6.3.3 Mean Conditional First-Passage Time -- 6.3.4 Boundary Conditions for the Conditional Case -- 6.3.5 Examples -- 6.4 One Absorbing and One Reflecting Barrier -- 6.4.1 Boundary Conditions and Solutions.
6.4.2 Mean First-Passage Times -- 6.5 Exercises -- 7 Applications of Random Walk and Diffusion Models in the Life and Behavioral Sciences -- 7.1 Stephen J. Gould: The Spread of Excellence -- 7.2 Modeling First Hitting Times -- 7.3 Correlated Random Walks: Generalizations and Applications -- 7.4 Random Walk and Diffusion Models of Animal Movement -- 7.5 Random Walk and Diffusion Models in Sports -- 7.6 Random Walk and Diffusion Models of Animal Decision-Making -- 7.6.1 Sequential Sampling Models of Neuronal Activity in Perceptual Decision-Making -- 7.6.2 Random Walk Models of Discrimination and Choice Behavior in Animals -- 7.6.3 Random Walk Models of Group Decision-Making in Animals -- 7.7 Random Walk and Diffusion Models of Human Decision-Making -- 7.8 Some Further Applications of Random Walk and Diffusion Models in the Behavioral and Life Sciences -- 7.9 Exercises -- References -- I. Books -- II. Articles -- Index.
Record Nr. UNISA-996495170903316
Schwarz Wolf  
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Random walk, Brownian motion, and martingales / / Rabi Bhattacharya, Edward C. Waymire
Random walk, Brownian motion, and martingales / / Rabi Bhattacharya, Edward C. Waymire
Autore Bhattacharya R. N (Rabindra Nath), <1937->
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2021]
Descrizione fisica 1 online resource (396 pages)
Disciplina 519.282
Collana Graduate Texts in Mathematics
Soggetto topico Random walks (Mathematics)
Brownian motion processes
Rutes aleatòries (Matemàtica)
Processos de moviment brownià
Martingales (Matemàtica)
Soggetto genere / forma Llibres electrònics
ISBN 3-030-78939-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996466395803316
Bhattacharya R. N (Rabindra Nath), <1937->  
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Random walk, Brownian motion, and martingales / / Rabi Bhattacharya, Edward C. Waymire
Random walk, Brownian motion, and martingales / / Rabi Bhattacharya, Edward C. Waymire
Autore Bhattacharya R. N (Rabindra Nath), <1937->
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2021]
Descrizione fisica 1 online resource (396 pages)
Disciplina 519.282
Collana Graduate Texts in Mathematics
Soggetto topico Random walks (Mathematics)
Brownian motion processes
Rutes aleatòries (Matemàtica)
Processos de moviment brownià
Martingales (Matemàtica)
Soggetto genere / forma Llibres electrònics
ISBN 3-030-78939-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910502670403321
Bhattacharya R. N (Rabindra Nath), <1937->  
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui