Coin-Turning, Random Walks and Inhomogeneous Markov Chains by Janos Englander, Stanislav Volkov

Coin-Turning, Random Walks and Inhomogeneous Markov Chains

This research monograph explores new frontiers in Markov chains. Although time-homogeneous Markov chains are well understood, this...
$140.84 SGD
$140.84 SGD
SKU: 9789811293122
Product Type: Books
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Author: Stanislav Volkov Janos Englander
Format: Hardcover
Language: English
Subtotal: $140.84
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Coin-Turning, Random Walks and Inhomogeneous Markov Chains by Janos Englander, Stanislav Volkov

Coin-Turning, Random Walks and Inhomogeneous Markov Chains

$140.84

Coin-Turning, Random Walks and Inhomogeneous Markov Chains

$140.84
Author: Stanislav Volkov Janos Englander
Format: Hardcover
Language: English

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.



Author: Stanislav Volkov Janos Englander
Publisher: World Scientific Publishing Company
Published: 12/02/2024
Pages: 300
Binding Type: Hardcover
Weight: 1.25lbs
Size: 9.00h x 6.00w x 0.69d
ISBN: 9789811293122

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