Coin-turning, Random Walks And Inhomogeneous Markov Chains
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A01=Janos Englander
A01=Stanislav Volkov
Age Group_Uncategorized
Age Group_Uncategorized
Author_Janos Englander
Author_Stanislav Volkov
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Category1=Non-Fiction
Category=PBT
Category=PBWL
Coin Turning
Coin Turning Walk
Conservative Random Walk
Cooling Dynamics
COP=Singapore
Delivery_Pre-order
Electric Networks
eq_isMigrated=2
eq_nobargain
Heating Dynamics
Lamperti Walk
Language_English
Markov Chains
Newtonian Random Walk
Non-Classical Scaling Limits
Nonclassical Random Walks
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PAfA3lya Urn
Persistent Random Walk
Polya Urn
Price_€50 to €100
PS=Forthcoming
Pólya Urn
Random Labyrinths
Random Walks
Random Walks in Random Environments
Recurrence
softlaunch
Time Inhomogeneous Markov Chains
Transience
Urn Models
Urn Process
Zigzag Process
Product details
- ISBN 9789811293122
- Publication Date: 02 Jan 2025
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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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.
