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Non-homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems - Cambridge Tracts in Mathematics Menshikov, Mikhail (University of Durham)
Non-homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems - Cambridge Tracts in Mathematics
Menshikov, Mikhail (University of Durham)
A modern presentation of the 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Aimed at researchers and research students in probability theory or a neighbouring field, the material will be accessible to anyone with some familiarity with the theory of Markov chains and discrete-time martingales.
382 pages, 20 b/w illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 22, 2016 |
| ISBN13 | 9781107026698 |
| Publishers | Cambridge University Press |
| Pages | 382 |
| Dimensions | 237 × 161 × 33 mm · 730 g |
| Language | English |