Non-homogeneous random walks: Lyapunov function methods for near-critical stochastic systems
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 cr...
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| Hauptverfasser: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2017
|
| Schriftenreihe: | Cambridge tracts in mathematics
209 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBR01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (xviii, 363 Seiten) |
| ISBN: | 9781139208468 |
| DOI: | 10.1017/9781139208468 |
Internformat
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Datensatz im Suchindex
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| author | Menšikov, Michail Vasilʹevič Popov, Serguéi 1972- Wade, Andrew 1981- |
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| author_facet | Menšikov, Michail Vasilʹevič Popov, Serguéi 1972- Wade, Andrew 1981- |
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| author_sort | Menšikov, Michail Vasilʹevič |
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| dewey-full | 519.2/82 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-sort | 3519.2 282 |
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| discipline | Mathematik |
| doi_str_mv | 10.1017/9781139208468 |
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| id | DE-604.BV044243355 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:47:34Z |
| institution | BVB |
| isbn | 9781139208468 |
| language | English |
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| physical | 1 Online-Ressource (xviii, 363 Seiten) |
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| publishDate | 2017 |
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| publisher | Cambridge University Press |
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| spelling | Menšikov, Michail Vasilʹevič Verfasser (DE-588)1067821546 aut Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems Mikhail Menshikov, University of Durham, Serguei Popov, Universidade Estadual de Campinas, Brazil, Andrew Wade, University of Durham Cambridge Cambridge University Press 2017 1 Online-Ressource (xviii, 363 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge tracts in mathematics 209 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 Random walks (Mathematics) Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Popov, Serguéi 1972- Verfasser (DE-588)1137240407 aut Wade, Andrew 1981- Verfasser (DE-588)1122867123 aut Erscheint auch als Druck-Ausgabe, hardback 978-1-107-02669-8 https://doi.org/10.1017/9781139208468 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Menšikov, Michail Vasilʹevič Popov, Serguéi 1972- Wade, Andrew 1981- Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems Random walks (Mathematics) Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4162442-7 |
| title | Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems |
| title_auth | Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems |
| title_exact_search | Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems |
| title_full | Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems Mikhail Menshikov, University of Durham, Serguei Popov, Universidade Estadual de Campinas, Brazil, Andrew Wade, University of Durham |
| title_fullStr | Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems Mikhail Menshikov, University of Durham, Serguei Popov, Universidade Estadual de Campinas, Brazil, Andrew Wade, University of Durham |
| title_full_unstemmed | Non-homogeneous random walks Lyapunov function methods for near-critical stochastic systems Mikhail Menshikov, University of Durham, Serguei Popov, Universidade Estadual de Campinas, Brazil, Andrew Wade, University of Durham |
| title_short | Non-homogeneous random walks |
| title_sort | non homogeneous random walks lyapunov function methods for near critical stochastic systems |
| title_sub | Lyapunov function methods for near-critical stochastic systems |
| topic | Random walks (Mathematics) Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| topic_facet | Random walks (Mathematics) Stochastic processes Stochastischer Prozess Irrfahrtsproblem |
| url | https://doi.org/10.1017/9781139208468 |
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