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Non-homogeneous random walks = Lyapu...

Men'shikov, M. V.

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Non-homogeneous random walks = Lyapunov function methods for near-critical stochastic systems /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Non-homogeneous random walks/ Mikhail Menshikov, University of Durham, Serguei Popov, Universidade Estadual de Campinas, Brazil, Andrew Wade, University of Durham.
Reminder of title:	Lyapunov function methods for near-critical stochastic systems /
Author:	Men'shikov, M. V.
other author:	Popov, Serguei,
Published:	Cambridge :Cambridge University Press, : 2017.,
Description:	xviii, 363 p. :ill., digital ;24 cm.
Notes:	Title from publisher's bibliographic system (viewed on 28 Feb 2017).
Subject:	Random walks (Mathematics) -
Online resource:	https://doi.org/10.1017/9781139208468
ISBN:	9781139208468

Non-homogeneous random walks = Lyapunov function methods for near-critical stochastic systems /
Men'shikov, M. V.

Non-homogeneous random walksLyapunov function methods for near-critical stochastic systems /[electronic resource] :Mikhail Menshikov, University of Durham, Serguei Popov, Universidade Estadual de Campinas, Brazil, Andrew Wade, University of Durham. - Cambridge :Cambridge University Press,2017. - xviii, 363 p. :ill., digital ;24 cm. - Cambridge tracts in mathematics ;209. - Cambridge tracts in mathematics ;209..

Title from publisher's bibliographic system (viewed on 28 Feb 2017).

Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.

ISBN: 9781139208468Subjects--Topical Terms:

532102
Random walks (Mathematics)

LC Class. No.: QA274.73 / .M46 2017

Dewey Class. No.: 519.282

Non-homogeneous random walks = Lyapunov function methods for near-critical stochastic systems /
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500 $a Title from publisher's bibliographic system (viewed on 28 Feb 2017).
520 $a Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
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