1999, ISBN 9780691057743, xxiii, 424

For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady...

Prices | Mathematical models | Stocks | Random walks (Mathematics) | Investments | Finance & Accounting | Finance | Investments & Securities | BUSINESS & ECONOMICS

Prices | Mathematical models | Stocks | Random walks (Mathematics) | Investments | Finance & Accounting | Finance | Investments & Securities | BUSINESS & ECONOMICS

Book

2017, Cambridge tracts in mathematics, ISBN 1107026695, Volume 209., xviii, 363

Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data...

Random walks (Mathematics) | Stochastic processes

Random walks (Mathematics) | Stochastic processes

Book

2017, London Mathematical Society lecture note series, ISBN 1108125603, Volume 438, xi, 226 pages

This introduction to random walks on infinite graphs gives particular emphasis to graphs with polynomial volume growth. It offers an overview of analytic...

Markov processes | Graph theory | Heat equation | Random walks (Mathematics)

Markov processes | Graph theory | Heat equation | Random walks (Mathematics)

Book

2013, 3rd edition., ISBN 9789814447508, xviii, 402

Book

2014, ISBN 9814590282, xi, 595

Book

2006, 3rd ed., Pure and applied mathematics (Interscience Publishers), ISBN 9780471690733, xxvii, 930

This new edition features the latest tools for modeling, characterizing, and solving partial differential equations The Third Edition of this classic text...

Differential equations, Partial

Differential equations, Partial

Book

2013, Wiley series in operations research and management science, ISBN 111862985X, 278

Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding...

Applied | Mathematics | Random walks (Mathematics) | Diffusion processes

Applied | Mathematics | Random walks (Mathematics) | Diffusion processes

eBook

2006, ISBN 9780387295473, xii, 309

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level...

Markov processes | Mathematics | Renewal theory | Quality Control, Reliability, Safety and Risk | Probability Theory and Stochastic Processes | Mathematical Modeling and Industrial Mathematics | Finance /Banking

Markov processes | Mathematics | Renewal theory | Quality Control, Reliability, Safety and Risk | Probability Theory and Stochastic Processes | Mathematical Modeling and Industrial Mathematics | Finance /Banking

Book

Advances in Mathematics, ISSN 0001-8708, 07/2017, Volume 314, pp. 124 - 184

On a sub-Riemannian manifold we define two types of Laplacians. The macroscopic LaplacianΔω, as the divergence of the horizontal gradient, once a volume ω is...

Sub-Riemannian volume | Sub-Laplacian | Convergence of random walks | Sub-Riemannian geometry | MATHEMATICS | CURVATURE-DIMENSION INEQUALITIES | MANIFOLDS | Probability | Mathematics | Optimization and Control | Differential Geometry | Metric Geometry

Sub-Riemannian volume | Sub-Laplacian | Convergence of random walks | Sub-Riemannian geometry | MATHEMATICS | CURVATURE-DIMENSION INEQUALITIES | MANIFOLDS | Probability | Mathematics | Optimization and Control | Differential Geometry | Metric Geometry

Journal Article

2010, ISBN 9780199206650, cm.

The scientific study of networks, including computer networks, social networks, and biological networks, has received an enormous amount of interest in the...

System analysis | Physics | Network analysis (Planning) | Social systems | Systems biology | Engineering systems | Social networks | Computer networks | Algorithms

System analysis | Physics | Network analysis (Planning) | Social systems | Systems biology | Engineering systems | Social networks | Computer networks | Algorithms

Book

2013, Graduate studies in mathematics, ISBN 9781470409074, Volume 149, xi, 284

Book

2004, ISBN 9780521828918, xv, 329

This book was originally published in 2004. Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific...

Random walks (Mathematics)

Random walks (Mathematics)

Book

1990, Monographs on statistics and applied probability (Series), ISBN 0412343908, Volume 43, xv, 335

Book

2010, Cambridge studies in advanced mathematics, ISBN 9780521519182, Volume 123, cm.

Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied...

Random walks (Mathematics) | Stochastic processes

Random walks (Mathematics) | Stochastic processes

Book

2011, ISBN 0199234868, 161

The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question...

Random walks (Mathematics) | Physics | physics

Random walks (Mathematics) | Physics | physics

eBook

2007, 3rd ed., North-Holland personal library., ISBN 9780444529357, xvi, 463

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of...

Statistical methods | Chemistry, Physical and theoretical | Stochastic processes | Statistical physics | Chemistry, Physical and theoretical - Statistical methods

Statistical methods | Chemistry, Physical and theoretical | Stochastic processes | Statistical physics | Chemistry, Physical and theoretical - Statistical methods

Book

01/2017, ISBN 9781498728331

Book

Markov processes and related fields, ISSN 1024-2953, 1995

Journal

Random structures & algorithms, ISSN 1098-2418, 1990

Journal

2019, ISBN 9781786301581, 335

This book analyzes stochastic processes on networks and regular structures such as lattices by employing the Markovian random walk approach. Part 1 is devoted...

Markov processes | Random walks (Mathematics)

Markov processes | Random walks (Mathematics)

eBook

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