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2009, 2nd ed., ISBN 1441910891, xxxv, 322
...) treatment of measure theory, probability theory, and random processes, with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary... 
Measure theory | Stochastic processes | Probabilities | Engineering | Communications Engineering, Networks | Coding and Information Theory | Dynamical Systems and Ergodic Theory | Signal, Image and Speech Processing
Book
2017, Probability theory and stochastic modelling, ISBN 3662543222, Volume 80, xviii, 204 pages
Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly... 
Inequalities (Mathematics) | Markov processes | Central limit theorem | Asymptotic distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Dynamical Systems and Ergodic Theory | Game Theory, Economics, Social and Behav. Sciences | Mathematics and Statistics | Asymptotic expansions | Stochastic processes
Book
Annales Henri Poincaré, ISSN 1424-0661, 10/2014, Volume 16, Issue 9, pp. 2005 - 2057
Journal Article
2012, Encyclopedia of mathematics and its applications, ISBN 0521768403, Volume 143., xvi, 323
.... A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions... 
Ergodic theory | Diffusion processes
Book
Physical chemistry chemical physics : PCCP, ISSN 1463-9084, 2013, Volume 15, Issue 46, pp. 20220 - 2235
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion... 
Physical Sciences | Chemistry | Physics, Atomic, Molecular & Chemical | Chemistry, Physical | Physics | Science & Technology | Trapping | Splitting | Population (statistical) | Diffusion | Diffusion coefficient | Density | Diffusivity | Ergodic processes
Journal Article
2020, ISBN 9783030484071, 372
eBook
Stochastic processes and their applications, ISSN 0304-4149, 06/2020, Volume 130, Issue 6, pp. 3445 - 3476
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by the moving boundaries... 
One-dimensional diffusion processes | [formula omitted]-process | Quasi-limiting distribution | Moving boundaries | Quasi-ergodic distribution | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Probability
Journal Article
The Annals of statistics, ISSN 0090-5364, 6/2006, Volume 34, Issue 3, pp. 1075 - 1114
Journal Article
Soft matter, ISSN 1744-683X, 2/2014, Volume 1, Issue 1, pp. 1591 - 161
.... For this heterogeneous diffusion process (HDP) we analyse the mean squared displacement (MSD) of the tracer particles, the time averaged MSD, the spatial probability density function, and the first passage time dynamics from the cell boundary to the nucleus... 
Physical Sciences | Chemistry | Materials Science | Technology | Materials Science, Multidisciplinary | Physics, Multidisciplinary | Polymer Science | Chemistry, Physical | Physics | Science & Technology | Mathematical analysis | Biological | Two dimensional | Diffusion | Beads | Tracer particles | Diffusivity | Ergodic processes | Physics - Statistical Mechanics
Journal Article