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Locally Perturbed Random Walks
Engelsk
Bogcover for Locally Perturbed Random Walks af Ihor Samoilenko, Alexander Iksanov, Andrey Pilipenko, Alexander Marynych, 9783031839184
Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9783031839184
Indbinding:
Paperback
ISBN-10:
3031839188
Kategori:
Udg. Dato:
22 apr 2025
Størrelse i cm:
24,0 x 16,8
Oplagsdato:
22 apr 2025
Paperback 2025
Format:

Bog beskrivelse

This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications. The authors present the material in a self-contained manner, providing strong motivation in Chapter One with illustrative examples of locally perturbed random walks and an introduction of the mathematical tools that are used throughout the book. Chapter Two shows the construction of various stochastic processes that serve as scaling limits for locally perturbed random walks, particularly focusing on reflected and skewed processes. In Chapter Three, the authors prove various limit theorems for these perturbed random walks. The final chapter serves as an appendix that collects essential background material for readers who wish to understand the arguments more deeply. Locally Perturbed Random Walks will appeal to researchers interested in this area within modern probability theory. It is also accessible to students who have taken a second course in probability.

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Specifikationer
Sprog:
Engelsk
Sider:
248
ISBN-13:
9783031839184
Indbinding:
Paperback
ISBN-10:
3031839188
Kategori:
Udg. Dato:
22 apr 2025
Størrelse i cm:
24,0 x 16,8
Oplagsdato:
22 apr 2025
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