Non-homogeneous random walks: lyapunov function methods for near-critical stochastic systems
Auteur :
Menshikov, Mikhail / Popov, Serguei / Wade, Andrew
Éditeur :
Cambridge University Press
ISBN :
9781107026698
Date de publication :
22 déc. 2016
Dimensions :
23,7 x 16,0 x 3,0 cm
Poids :
730 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A modern presentation of the 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Aimed at researchers and research students in probability theory or a neighbouring field, the material will be accessible to anyone with some familiarity with the theory of Markov chains and discrete-time martingales.