Name: Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems (Cambridge Tracts in Mathematics) (en Inglés)
Price: 721.01 PEN
Availability: InStock
Author: Menshikov, Mikhail ; Popov, Serguei ; Wade, Andrew
ISBN: 9781107026698

portada Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems (Cambridge Tracts in Mathematics) (en Inglés)

Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems (Cambridge Tracts in Mathematics) (en Inglés)

Formato

Libro Físico

Autor

Mikhail Menshikov

Serguei Popov

Andrew Wade

Editorial

Cambridge University Press

Año

2016

Idioma

Inglés

N° páginas

382

Encuadernación

Tapa Dura

Dimensiones

22.9 x 15.2 x 2.5 cm

Peso

0.73 kg.

ISBN13

9781107026698

N° edición

Categorías

Probabilidad y estadística

Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems (Cambridge Tracts in Mathematics) (en Inglés)

Mikhail Menshikov (Autor) · Serguei Popov (Autor) · Andrew Wade (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems (Cambridge Tracts in Mathematics) (en Inglés)"

Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.