This research monograph explores new frontiers in Markov chains. Although time-homogeneous Markov chains are well understood, this is not at all the case with time-inhomogeneous ones. The book, after a review on the classical theory of homogeneous chains, including the electrical network approach, introduces several new models which involve inhomogeneous chains as well as related new types of random walks (for example, "coin turning", "conservative" and "Rademacher" walk). Scaling limits, the breakdown of the classical limit theorems as well as recurrence and transience are investigated. The relationship with urn models is the subject of two chapters, providing additional connections to other parts of probability theory.
Random walks on random graphs are discussed as well, as an area where the method of electric networks is especially useful. This is illustrated by presenting random walks in random environments and random labyrinths.
The monograph puts emphasis on showing examples and open problems besides providing rigorous analysis of the models.
Several figures illustrate the main ideas, and a large number of exercises challenge the interested reader.
COIN-TURNING, RANDOM WALKS AND INHOMOGENEOUS MARKOV CHAINS
RRP:
$214.00
Description
This research monograph explores new frontiers in Markov chains. Although time-homogeneous Markov chains are well understood, this is not at all the case with time-inhomogeneous ones. The book, after a review on the classical theory of homogeneous chains, including the electrical network approach, introduces several new models which involve inhomogeneous chains as well as related new types of random walks (for example, "coin turning", "conservative" and "Rademacher" walk). Scaling limits, the breakdown of the classical limit theorems as well as recurrence and transience are investigated. The relationship with urn models is the subject of two chapters, providing additional connections to other parts of probability theory.
Random walks on random graphs are discussed as well, as an area where the method of electric networks is especially useful. This is illustrated by presenting random walks in random environments and random labyrinths.
The monograph puts emphasis on showing examples and open problems besides providing rigorous analysis of the models.
Several figures illustrate the main ideas, and a large number of exercises challenge the interested reader.
Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics. It includes modeling...
This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the...
This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two...
"This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be...
Discover your next great read at BookLoop, Australiand online bookstore offering a vast selection of titles across various genres and interests. Whether you're curious about what's trending or searching for graphic novels that captivate, thrilling crime and mystery fiction, or exhilarating action and adventure stories, our curated collections have something for every reader. Delve into imaginative fantasy worlds or explore the realms of science fiction that challenge the boundaries of reality. Fans of contemporary narratives will find compelling stories in our contemporary fiction section. Embark on epic journeys with our fantasy and science fiction titles,
Shop Trending Books and New Releases
Explore our new releases for the most recent additions in romance books, fantasy books, graphic novels, crime and mystery books, science fiction books as well as biographies, cookbooks, self help books, tarot cards, fortunetelling and much more. With titles covering current trends, booktok and bookstagram recommendations, and emerging authors, BookLoop remains your go-to local australian bookstore for buying books online across all book genres.
Shop Best Books By Collection
Stay updated with the literary world by browsing our trending books, featuring the latest bestsellers and critically acclaimed works. Explore titles from popular brands like Minecraft, Pokemon, Star Wars, Bluey, Lonely Planet, ABIA award winners, Peppa Pig, and our specialised collection of ADHD books. At BookLoop, we are committed to providing a diverse and enriching reading experience for all.
Sign In
your cart
Your cart is empty
Menu
Search
PRE-SALES
If you have any questions before making a purchase chat with our online operators to get more information.
