Last edited by JoJojin
Thursday, May 14, 2020 | History

11 edition of Asymptotic Analysis of Random Walks found in the catalog.

Asymptotic Analysis of Random Walks

Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications)

by A. A. Borovkov

  • 2 Want to read
  • 13 Currently reading

Published by Cambridge University Press .
Written in English

    Subjects:
  • Calculus & mathematical analysis,
  • Probability & statistics,
  • Mathematics,
  • Science/Mathematics,
  • Differential Equations,
  • Mathematics / Differential Equations,
  • Applied,
  • Mathematical Analysis

  • The Physical Object
    FormatHardcover
    Number of Pages656
    ID Numbers
    Open LibraryOL10438348M
    ISBN 10052188117X
    ISBN 109780521881173

    Asymptotic Behavior of a Random Walk with Interaction Article in Theory of Probability and Its Applications 51(1) January with 14 Reads How we measure 'reads'Author: Sergey Nadtochiy.   We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., nonrandom) case, we allow any unitary operator which commutes with translations and couples only sites at a finite distance from each other. For example, a single step of the walk could be Cited by:

    The purpose of this paper is to carry out the asymptotic analysis of the number of random walks in alcoves of affine Weyl groups in all the other cases, and also for the number of random walks on the circle. To be precise, we determine the asymptotic behaviour of the number of random walks in an alcove as the number of steps tends to. Book. Asymptotic Analysis of Random Walks: Light-Tailed Distributions. A.A. Borovkov. Translated by V.V. Ulyanov, Mikhail Zhitlukhin. Book. Singular Intersection Homology. Greg Friedman. Book.

      Book. Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions. K Borovkov, Alexander Borovkov Cambridge University Press | Published: Cite. University of Melbourne Researchers. Konstantin Borovkov Author, Translator Mathematics and Statistics Related Projects (1) Cited by: A random walk is a mathematical object, known as a stochastic or random process, that describes a path that consists of a succession of random steps on some mathematical space such as the integers. An elementary example of a random walk is the random walk on the integer number line,, which starts at 0 and at each step moves +1 or −1 with equal probability.


Share this book
You might also like
Iudiciary exercises, or Practicall conclusions

Iudiciary exercises, or Practicall conclusions

Orsay

Orsay

Surficial Geology of Grey Hunter Peak, Yukon Territory.

Surficial Geology of Grey Hunter Peak, Yukon Territory.

A treatise on concrete, plain and reinforced

A treatise on concrete, plain and reinforced

unfinished revolution

unfinished revolution

Treatments for the protection of metal parts of service stores and equipments against corrosion.

Treatments for the protection of metal parts of service stores and equipments against corrosion.

AEneid

AEneid

Women of the Photo League

Women of the Photo League

travelers

travelers

Introduction to Microsoft Access 97 for Windows 95

Introduction to Microsoft Access 97 for Windows 95

theological methodology of Hans Küng

theological methodology of Hans Küng

James Meehan

James Meehan

The young folks book of mirth

The young folks book of mirth

slave girl

slave girl

Frederick the Great

Frederick the Great

Asymptotic Analysis of Random Walks by A. A. Borovkov Download PDF EPUB FB2

Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions (Encyclopedia of Mathematics and its Applications) A. Borovkov, K. Borovkov This book focuses on the asymptotic behavior of the probabilities of large deviations of the trajectories of random walks with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions.

Cambridge Core - Mathematical Modeling and Methods - Asymptotic Analysis of Random Walks - by A. Borovkov Skip to main content Accessibility help We use cookies to distinguish you from Author: A. Borovkov, K. Borovkov.

asymptotic analysis of random walks. Aleksandr Alekseevich Borovkov. Cambridge University Press, - Asymptotic expansions - pages. 0 Reviews.

This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions.

Asymptotic Analysis of Random Walks This book focuses on the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks with ‘heavy-tailed’ (in particular, regularly varying, sub- and semiexponential) jump distributions.

Large deviation probabilities are of. By A. Borovkov and K. Borovkov (Tr. Borovkova): pp., £ (US$), isbn ‐0‐‐‐3 (Cambridge University Press, Cambridge, ).Cited by: 6.

Such models are exemplified by the continuous-time random walk which has both Markovian and non-Markovian aspects. Considerable emphasis has been placed on asymptotic properties of random walks because their universal properties are the ones that permit such a wide range of applications of the mathematical by: Since its first publication, Asymptotic Methods in Analysis has received widespread acclaim for its rigorous and original approach to teaching a difficult subject.

This Dover edition, with corrections by the author, offers students, mathematicians, engineers, and physicists not only an inexpensive, comprehensive guide to asymptotic methods but also an unusually lucid and useful account of a Cited by: This book is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying, sub- and semiexponential) jump distributions.

Bazant – Random Walks and Diffusion – Lecture 7 2 For the Bernoulli random walk, the characteristic function, pˆ(k), is given by pˆ(k) = cos(k). (5) As in the continuous case, the transform of a convolution (in this case discrete) is the product of the Size: KB.

Figure 1: Rayleigh’s asymptotic approximation for in Pearson’s random walk for several large values of in The random­walk theory of Brownian motion had an enormous impact, because it gave strong evidence for discrete particles (“atoms”) at a time when most scientists still believed that matter was a.

Get this from a library. Asymptotic analysis of random walks: heavy-tailed distributions. [Aleksandr Alekseevič Borovkov; K A Borovkov]. Asymptotic Solutions of Continuous-Time Random Walks the Laplace transform of ~b(t), ~-1 is the inverse Laplace transform, and.

Asymptotic analysis of random walks: heavy-tailed distributions. [Aleksandr Alekseevich Borovkov; K A Borovkov] -- This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying.

Asymptotic analysis of a random walk on a hypercube with many dimensions. Get this from a library. Asymptotic analysis of random walks: heavy-tailed distributions.

[Aleksandr Alekseevič Borovkov, Mathematician Russia; Konstantin A Borovkov;] -- This book focuses on the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks with 'heavy-tailed' (in particular, regularly varying, sub- and.

Therefore, the random variable s γ (Y (Z) + η Z, Z) is the asymptotic total number of claim arrivals while the random walk is in the set b C.

Theorem 2 Under the Assumptions 1–4, we define function s β (x, z) = ∫ 0 T ∗ − z inf { ‖ y ‖ 1: x + t η + y ∉ C } d by: 2. Asymptotic Shape of the Distribution. Berry-Esseen Theorem. Asymptotic Analysis Leading to Edgeworth Expansions, Governing Convergence to the CLT (in one Dimension), and more Generally Gram-Charlier Expansions for Random Walks.

Width of the Central Region when Third and Fourth Moments Exist: Lecture 3. Lecture 4. Hughes. Feller. Get this from a library. Asymptotic analysis of random walks: heavy-tailed distributions. [Aleksandr Alekseevich Borovkov; K A Borovkov]. Asymptotic analysis of random walks: heavy-tailed distributions.

[A A Borovkov; K A Borovkov] -- This monograph is devoted to studying the asymptotic behaviour of the probabilities of large deviations of the trajectories of random walks, with 'heavy-tailed' (in particular, regularly varying. Buy Asymptotic Analysis of Random Walks by A. Borovkov, K. Borovkov from Waterstones today.

Click and Collect from your local Waterstones Pages:. Asymptotic analysis of a random walk with a history-dependent step length Article (PDF Available) in Physical Review E 66(5 Pt 1) December with 27 Reads How we measure 'reads'.Some asymptotic properties of random walks on free groups /crmp// In book: Topics in Probability and Lie Groups: Boundary Theory (pp) In this paper we study asymptotic.The purpose of this paper is to carry out the asymptotic analysis of the number of random walks in alcoves of affine Weyl groups in all the other cases, and also for the number of random walks on the circle.

To be precise, we determine the asymptotic behaviour of the number of random walks in an alcove as the number of steps tends.