Download or read book Limit Theorems for Randomly Coarse Grained Continuous time Random Walks written by Agnieszka Jurlewicz and published by . This book was released on 2005 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stopped Random Walks written by Allan Gut and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words.
Download or read book Applicationes Mathematicae written by and published by . This book was released on 2004 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Functionals of Random Walks written by A. N. Borodin and published by American Mathematical Soc.. This book was released on 1995 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines traditional problems in the theory of random walks: limit theorems for additive and multiadditive functionals defined on a random walk. Although the problems are traditional, the methods presented here are new. The book is intended for experts in probability theory and its applications, as well as for undergraduate and graduate students specializing in these areas.
Download or read book Annales Polonici Mathematici written by and published by . This book was released on 2005 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Reconstruction of Manifolds and Subsets of Normed Spaces from Subgroups of Their Homeomorphism Groups written by Matatyahu Rubin and published by . This book was released on 2005 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dissertationes Mathematicae written by and published by . This book was released on 2007 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Size of Maximal Almost Disjoint Families written by James Donald Monk and published by . This book was released on 2006 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Every Separable Banach Space Has a Basis with Uniformly Controlled Permutations written by Paolo Terenzi and published by . This book was released on 2006 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Acta arithmetica written by and published by . This book was released on 2006 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Global Special Regular Solutions to the Navier Stokes Equations in Axially Symmetric Domains Under Boundary Slip Conditions written by Wojciech M. Zajączkowski and published by . This book was released on 2005 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Generalized Solutions to the Wave Equation in Canonical Form written by Victor Dévoué and published by . This book was released on 2007 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Diffusion in Materials DIMAT 2004 written by Marek Danielewski and published by . This book was released on 2005 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups written by Zhen-Qing Chen and published by Springer Nature. This book was released on 2023-11-25 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops limit theorems for a natural class of long range random walks on finitely generated torsion free nilpotent groups. The limits in these limit theorems are Lévy processes on some simply connected nilpotent Lie groups. Both the limit Lévy process and the limit Lie group carrying this process are determined by and depend on the law of the original random walk. The book offers the first systematic study of such limit theorems involving stable-like random walks and stable limit Lévy processes in the context of (non-commutative) nilpotent groups.
Download or read book Introduction to Probability written by David F. Anderson and published by Cambridge University Press. This book was released on 2017-11-02 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.
Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
