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Non-homogeneous Random Walks

Non-homogeneous Random Walks

Lyapunov Function Methods for Near-Critical Stochastic Systems

Mikhail Menshikov, Serguei Popov, Andrew Wade

Cambridge University Press
Publication date : 2016-12-22

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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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About the book

Author

Mikhail Menshikov , Serguei Popov , Andrew Wade

Imprint

Cambridge University Press

Collection

n.c

Publication date

2016-12-22

Pages

n.c

Print ISBN

9781107026698

Language

English

Ebook informations

EAN PDF

9781316868089

Price

£147.70

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Print count 0

File size 27534117 Ko

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EAN EPUB

9781316866825

Price

£147.70

Copy count 0

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File size 5171 Ko

Informations accessibility

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About author(s)

Mikhail Menshikov

Serguei Popov

Andrew Wade

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