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 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 Annealed Limit Theorems for Continuous Time Random Walk in Dynamic Random Environment on Zd written by and published by . This book was released on 2007 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 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 Random Walk In Random And Non random Environments Third Edition written by Pal Revesz and published by World Scientific. This book was released on 2013-03-06 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.
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 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 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 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 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 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 Renewal Theory for Perturbed Random Walks and Similar Processes written by Alexander Iksanov and published by Birkhäuser. This book was released on 2016-12-09 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade. The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters. With many motivating examples, this book appeals to both theoretical and applied probabilists.
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 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 the Maximum and Absorption Time of Left continuous Random Walk written by Anthony G. Pakes and published by . This book was released on 1977 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a recent paper P.J. Green obtained some conditional limit theorems for the absorption time of left-continuous random walk. His methods required certain distributions to have exponentially decreasing tails. Here a different approach is taken to produce Green's results under minimal conditions. Limit theorems are given for the maximum as the initial position of the random walk tends to infinity. (Author).
