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Locally perturbed random walks
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Locally perturbed random walks/ by Alexander Iksanov ... [et al.].
其他作者:
Iksanov, Alexander.
出版者:
Cham :Springer Nature Switzerland : : 2025.,
面頁冊數:
xiv, 248 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:
Springer Nature eBook
標題:
Applied Probability. -
電子資源:
https://doi.org/10.1007/978-3-031-83919-1
ISBN:
9783031839191
Locally perturbed random walks
Locally perturbed random walks
[electronic resource] /by Alexander Iksanov ... [et al.]. - Cham :Springer Nature Switzerland :2025. - xiv, 248 p. :ill. (some col.), digital ;24 cm. - Frontiers in mathematics,1660-8054. - Frontiers in mathematics..
Chapter 1: Introduction -- Chapter 2: L'evy-type processes with singularities -- Chapter 3: Functional limit theorems for locally perturbed random walks -- Chapter 4: Auxiliary results.
This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications. The authors present the material in a self-contained manner, providing strong motivation in Chapter One with illustrative examples of locally perturbed random walks and an introduction of the mathematical tools that are used throughout the book. Chapter Two shows the construction of various stochastic processes that serve as scaling limits for locally perturbed random walks, particularly focusing on reflected and skewed processes. In Chapter Three, the authors prove various limit theorems for these perturbed random walks. The final chapter serves as an appendix that collects essential background material for readers who wish to understand the arguments more deeply. Locally Perturbed Random Walks will appeal to researchers interested in this area within modern probability theory. It is also accessible to students who have taken a second course in probability.
ISBN: 9783031839191
Standard No.: 10.1007/978-3-031-83919-1doiSubjects--Topical Terms:
1390075
Applied Probability.
LC Class. No.: QA274.73
Dewey Class. No.: 519.282
Locally perturbed random walks
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