Lectures on random evolution:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Singapore [u.a.]
World Scientific
1991
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 136 S. |
| ISBN: | 9810205597 |
Internformat
MARC
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| 245 | 1 | 0 | |a Lectures on random evolution |c Mark A. Pinsky |
| 264 | 1 | |a Singapore [u.a.] |b World Scientific |c 1991 | |
| 300 | |a VIII, 136 S. | ||
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Datensatz im Suchindex
| _version_ | 1804119684163829761 |
|---|---|
| adam_text | CONTENTS
Preface v
Chapter 0 Two state Random Velocity Model 1
0.1 Two state Markov chain 1
0.2 Random velocity model 3
0.3 Weak law and central limit theorem 6
0.4 Distribution functions of two state model 8
0.5 Passage time distributions 12
0.6 Asymptotic behavior with probability one 14
Chapter 1 — Additive Functionals of Finite Markov Chains 17
1.1 Finite Markov chains 17
1.2 Asymptotic properties of the transition matrix 22
1.3 The weak law of large numbers and the central limit theorem 26
1.4 Recurrence properties 32
1.5 Limit theorems for discontinuous additive functionals 37
1.6 Proof of the Markov property 41
Chapter 2 General Random Evolutions 45
2.1 Preliminaries on semigroups of operators 45
2.2 Construction of random evolution process 50
2.3 Discontinuous random evolutions 55
2.4 Limit theorems for random evolutions 57
2.5 Application to diffusion approximations 65
2.6 Martingale formulation of random evolution 68
Chapter 3 Applications to the Kinetic Theory of Gases 73
3.1 Physical background 73
3.2 Stochastic solution of the linearized Boltzmann equation 75
3.3 Asymptotic analysis of the linearized Boltzmann equation 83
vii
viii Contents
Chapter 4 — Applications to Isotropic Transport on Manifolds 91
4.1 The Rayleigh problem of random flights 91
4.2 Isotropic transport process on a manifold 95
4.3 Applications to recurrence 102
4.4 Isotropic transport process of a frame field on a manifold 106
Chapter 5 — Applications to Stability of Random Oscillators 111
5.1 Linear stochastic systems with multiplicative noise 111
5.2 Simple harmonic oscillator with small noise 116
5.3 Nilpotent linear systems with small noise 123
Notes on the Chapters 129
Bibliography 131
|
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| discipline | Mathematik |
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| id | DE-604.BV005468782 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:30:06Z |
| institution | BVB |
| isbn | 9810205597 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003423950 |
| oclc_num | 23766864 |
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| physical | VIII, 136 S. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Pinsky, Mark A. 1940- Verfasser (DE-588)108438791 aut Lectures on random evolution Mark A. Pinsky Singapore [u.a.] World Scientific 1991 VIII, 136 S. txt rdacontent n rdamedia nc rdacarrier Semigroups Stochastic processes Halbgruppe (DE-588)4022990-7 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Halbgruppe (DE-588)4022990-7 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003423950&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Pinsky, Mark A. 1940- Lectures on random evolution Semigroups Stochastic processes Halbgruppe (DE-588)4022990-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4022990-7 (DE-588)4057630-9 |
| title | Lectures on random evolution |
| title_auth | Lectures on random evolution |
| title_exact_search | Lectures on random evolution |
| title_full | Lectures on random evolution Mark A. Pinsky |
| title_fullStr | Lectures on random evolution Mark A. Pinsky |
| title_full_unstemmed | Lectures on random evolution Mark A. Pinsky |
| title_short | Lectures on random evolution |
| title_sort | lectures on random evolution |
| topic | Semigroups Stochastic processes Halbgruppe (DE-588)4022990-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Semigroups Stochastic processes Halbgruppe Stochastischer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003423950&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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