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Dynamic Random Walks Nadine Guillotin-Plantard (University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.)

Dynamic Random Walks By Nadine Guillotin-Plantard (University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.)

Summary

Aims to report on the progress realized in probability theory in the field of dynamic random walks and to applications in computer science, mathematical physics and finance. This book includes chapters that contain didactical material as well as advanced technical sections.

Dynamic Random Walks Summary

Dynamic Random Walks: Theory and Applications by Nadine Guillotin-Plantard (University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.)

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).

About Nadine Guillotin-Plantard (University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.)

Nadine GUILLOTIN-PLANTARD has been Maitre de Conferences (i.e. Associate Professor) at the University Claude Bernard, Lyon, France since 1998. Here research interests include the study of time and/or space dependent random walks and their applications in computer science, biology and finance. She serves as referee for many journals in mathematics and authored or co-authored more than 20 published journal papers. Rene SCHOTT has been a full Professor at the University Henri Poincare, Nancy, France, since 1987. His research interests include the study of stochastic processes and operator calculus on algebraic structures and their applications in computer science (probabilistic analysis of algorithms, random generators, randomized algorithms, optimization problems). He serves as referee for many journals and international conferences, both in mathematics and in computer science. He is the co-author of eight books and has also authored or co-authored more than 100 published journal and conference proceedings papers. Dr. SCHOTT has received numerous collaborative research grants from such agencies as the National Center for Scientific Research (CNRS), INRIA, National Science Foundation and PROCOPE. He was granted the Silver Medal by the CNRS with the team EURECA-CRIN) in 1987 for his achievements in theoretical computer science. He is a member of the editorial board of International Journal of Mathematics and Computer Science, Scientific Committee of IDAQP, American Mathematical Society, French Mathematical Society and European Association for Theoretical Computer Science.

Table of Contents

PrefacePart I. Theoretical Aspects1. Preliminaries on Dynamic Random Walks2. Limit Theorems for Dynamic Random Walks3. Recurrence and Transience4. Dynamic Random Walks in a Random Scenery5. Ergodic Theorems6. Dynamic Random Walks on Heisenberg Groups7. Dynamic Quantum Bernoulli Random WalksPart II. Applications8. Distributed Algorithms with Dynamical Random Transitions9. Data Structures with Dynamical Random Transitions10. Transient Random Walks on Dynamically Oriented Lattices11. Asset Pricing in Dynamic (B, s)-MarketsAppendicesReferencesIndex

Additional information

NPB9780444527356
9780444527356
0444527354
Dynamic Random Walks: Theory and Applications by Nadine Guillotin-Plantard (University Claude Bernard-Lyon 1, Institut C. Jordan, Villeurbanne, France.)
New
Hardback
Elsevier Science & Technology
2006-02-08
278
N/A
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