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Non-homogeneous Random Walks - Lyapunov Function Methods for Near-Critical Stochastic Systems (Hardcover) Loot Price: R4,160
Discovery Miles 41 600
Non-homogeneous Random Walks - Lyapunov Function Methods for Near-Critical Stochastic Systems (Hardcover): Mikhail...

Non-homogeneous Random Walks - Lyapunov Function Methods for Near-Critical Stochastic Systems (Hardcover)

Mikhail Men'shikov, Serguei Popov, Andrew Wade

Series: Cambridge Tracts in Mathematics

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Loot Price R4,160 Discovery Miles 41 600 | Repayment Terms: R390 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Cambridge Tracts in Mathematics
Release date: December 2016
Authors: Mikhail Men'shikov • Serguei Popov • Andrew Wade
Dimensions: 237 x 160 x 30mm (L x W x T)
Format: Hardcover
Pages: 382
ISBN-13: 978-1-107-02669-8
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Algebra > Groups & group theory
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 1-107-02669-5
Barcode: 9781107026698

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