Name: Coin-turning, Random Walks And Inhomogeneous Markov Chains - Englander, Janos (University Of Colorado Boulder, Volkov, Stanislav (Lund University
Price: 113.7 EUR
Author: Englander, Janos (University Of Colorado Boulder, Volkov, Stanislav (Lund University
ISBN: 9789811293122

Coin-turning, Random Walks And Inhomogeneous Markov Chains

Englander, Janos (University Of Colorado Boulder, Volkov, Stanislav (Lund University

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.

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Writer: Englander, Janos (University Of Colorado Boulder, Volkov, Stanislav (Lund University
Title: Coin-turning, Random Walks And Inhomogeneous Markov Chains
Publisher: World Scientific Publishing Co Pte Ltd

Year: 2024
Language: English
Pages: 300
Weight: 574 gr

EAN: 9789811293122
Dimensions: 235 x 161 x 22 mm
Binding format: Gebonden

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Coin-turning, Random Walks And Inhomogeneous Markov Chains

Englander, Janos (University Of Colorado Boulder, Volkov, Stanislav (Lund University

Description

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