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基本説明
Reports new results in probability theory and covers applications in computer science, mathematical physics, and finance.
Full Description
The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).
Contents
Preface Part I. Theoretical Aspects 1. Preliminaries on Dynamic Random Walks 2. Limit Theorems for Dynamic Random Walks 3. Recurrence and Transience 4. Dynamic Random Walks in a Random Scenery 5. Ergodic Theorems 6. Dynamic Random Walks on Heisenberg Groups 7. Dynamic Quantum Bernoulli Random Walks Part II. Applications 8. Distributed Algorithms with Dynamical Random Transitions 9. Data Structures with Dynamical Random Transitions 10. Transient Random Walks on Dynamically Oriented Lattices 11. Asset Pricing in Dynamic (B, s)-Markets Appendices References Index



