標題: Titlebook: Random Walk, Brownian Motion, and Martingales; Rabi Bhattacharya,Edward C. Waymire Textbook 2021 Springer Nature Switzerland AG 2021 Stoch [打印本頁] 作者: 巡洋 時間: 2025-3-21 18:51
書目名稱Random Walk, Brownian Motion, and Martingales影響因子(影響力)
書目名稱Random Walk, Brownian Motion, and Martingales影響因子(影響力)學科排名
書目名稱Random Walk, Brownian Motion, and Martingales網(wǎng)絡(luò)公開度
書目名稱Random Walk, Brownian Motion, and Martingales網(wǎng)絡(luò)公開度學科排名
書目名稱Random Walk, Brownian Motion, and Martingales被引頻次
書目名稱Random Walk, Brownian Motion, and Martingales被引頻次學科排名
書目名稱Random Walk, Brownian Motion, and Martingales年度引用
書目名稱Random Walk, Brownian Motion, and Martingales年度引用學科排名
書目名稱Random Walk, Brownian Motion, and Martingales讀者反饋
書目名稱Random Walk, Brownian Motion, and Martingales讀者反饋學科排名
作者: 條約 時間: 2025-3-21 21:38 作者: CON 時間: 2025-3-22 03:09
Continuous Parameter Martingales,In this chapter some of the main theorems for discrete parameter martingales obtained in previous chapters are extended to continuous parameter martingales. A central point is the use of martingale theory for the regularization of sample paths of stochastic processes.作者: 誤傳 時間: 2025-3-22 08:08
First Passage Time Distributions for Brownian Motion with Drift and a Local Limit Theorem,A local limit theorem for convergence of probability density functions is provided as a tool for the computation of hitting time distributions for Brownian motion, with or without drift, as a limit of hitting times for random walk, and other asymptotic limit theorems of this nature.作者: 注意 時間: 2025-3-22 09:45 作者: 雪上輕舟飛過 時間: 2025-3-22 15:33 作者: 職業(yè)拳擊手 時間: 2025-3-22 20:10 作者: 愉快嗎 時間: 2025-3-22 22:14 作者: Derogate 時間: 2025-3-23 02:35 作者: 小步舞 時間: 2025-3-23 06:15 作者: Accomplish 時間: 2025-3-23 12:37
Random Walk, Brownian Motion, and the Strong Markov Property,of consequences of the strong Markov property of Brownian motion and the simple random walk are derived. A derivation of the law of the iterated logarithm for Brownian motion is included in this chapter, from which some fine scale sample path properties of Brownian motion are derived as well.作者: amputation 時間: 2025-3-23 17:39
The Upcrossings Inequality and (Sub)Martingale Convergence,which in turn leads to a proof of the strong law of large numbers and a derivation of DeFinetti’s representation of exchangeable (symmetrically dependent) sequences of random variables. Other applications include regularity of sample paths of continuous parameter stochastic processes to be derived in Chapter ..作者: 蕁麻 時間: 2025-3-23 18:44 作者: IOTA 時間: 2025-3-24 00:58 作者: 點燃 時間: 2025-3-24 05:33 作者: malign 時間: 2025-3-24 07:57
Rabi Bhattacharya,Edward C. Waymireok tries to be more than a glossary or a dictionary. It attempts to provide a succinct overview of the major topics in marine science. Students, teachers and scientists as well as interested laymen may use it to find an explanation o978-3-540-62675-6978-3-642-58831-0作者: alliance 時間: 2025-3-24 12:04 作者: Nebulizer 時間: 2025-3-24 18:16
Rabi Bhattacharya,Edward C. Waymireok tries to be more than a glossary or a dictionary. It attempts to provide a succinct overview of the major topics in marine science. Students, teachers and scientists as well as interested laymen may use it to find an explanation o978-3-540-62675-6978-3-642-58831-0作者: reject 時間: 2025-3-24 21:37
0072-5285 throughout...Random Walk, Brownian Motion, and Martingales. is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven 978-3-030-78939-8Series ISSN 0072-5285 Series E-ISSN 2197-5612 作者: manifestation 時間: 2025-3-25 03:06
ined and, especially in the description of marine processes, the book tries to be more than a glossary or a dictionary. It attempts to provide a succinct overview of the major topics in marine science. Students, teachers and scientists as well as interested laymen may use it to find an explanation o作者: conservative 時間: 2025-3-25 06:22
Rabi Bhattacharya,Edward C. Waymireined and, especially in the description of marine processes, the book tries to be more than a glossary or a dictionary. It attempts to provide a succinct overview of the major topics in marine science. Students, teachers and scientists as well as interested laymen may use it to find an explanation o作者: 幸福愉悅感 時間: 2025-3-25 09:11 作者: 藥物 時間: 2025-3-25 12:47
Rabi Bhattacharya,Edward C. Waymireined and, especially in the description of marine processes, the book tries to be more than a glossary or a dictionary. It attempts to provide a succinct overview of the major topics in marine science. Students, teachers and scientists as well as interested laymen may use it to find an explanation o作者: 功多汁水 時間: 2025-3-25 16:13 作者: 裝勇敢地做 時間: 2025-3-25 21:00 作者: 放肆的我 時間: 2025-3-26 03:20
Rabi Bhattacharya,Edward C. Waymirecross-referencing to related articles, and also has its own reference list to lead the reader to essential articles within the published literature. The entries are arranged alphabetically, for easy access, and the subject and author indices are comprehensive and extensive..978-3-030-85040-1Series ISSN 1388-4360 Series E-ISSN 1871-756X 作者: palette 時間: 2025-3-26 05:52 作者: 細微的差異 時間: 2025-3-26 12:21
Rabi Bhattacharya,Edward C. Waymirecross-referencing to related articles, and also has its own reference list to lead the reader to essential articles within the published literature. The entries are arranged alphabetically, for easy access, and the subject and author indices are comprehensive and extensive..978-3-030-85040-1Series ISSN 1388-4360 Series E-ISSN 1871-756X 作者: 整潔漂亮 時間: 2025-3-26 13:40 作者: 說不出 時間: 2025-3-26 19:17 作者: Monotonous 時間: 2025-3-26 23:56
Rabi Bhattacharya,Edward C. Waymirecross-referencing to related articles, and also has its own reference list to lead the reader to essential articles within the published literature. The entries are arranged alphabetically, for easy access, and the subject and author indices are comprehensive and extensive..978-3-030-85040-1Series ISSN 1388-4360 Series E-ISSN 1871-756X 作者: 割公牛膨脹 時間: 2025-3-27 01:40
Rabi Bhattacharya,Edward C. Waymirecross-referencing to related articles, and also has its own reference list to lead the reader to essential articles within the published literature. The entries are arranged alphabetically, for easy access, and the subject and author indices are comprehensive and extensive..978-3-030-85040-1Series ISSN 1388-4360 Series E-ISSN 1871-756X 作者: Coma704 時間: 2025-3-27 07:02 作者: exceptional 時間: 2025-3-27 10:16
Rabi Bhattacharya,Edward C. Waymirecross-referencing to related articles, and also has its own reference list to lead the reader to essential articles within the published literature. The entries are arranged alphabetically, for easy access, and the subject and author indices are comprehensive and extensive..978-3-030-85040-1Series ISSN 1388-4360 Series E-ISSN 1871-756X 作者: 小樣他閑聊 時間: 2025-3-27 14:40 作者: Altitude 時間: 2025-3-27 21:02
Textbook 2021y, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout...Random Walk, Brownian Motion, and Martingales. is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven 作者: Injunction 時間: 2025-3-28 00:38
,The Kolmogorov–Chentsov Theorem and Sample Path Regularity,ruction of .-dimensional Brownian motion, it yields the construction of continuous random fields such as the .. The chapter concludes with a demonstration of nowhere differentiability of the (continuous) Brownian paths.作者: 寬度 時間: 2025-3-28 02:41
Coupling Methods for Markov Chains and the Renewal Theorem for Lattice Distributions,s, spends in an interval of length ., say (., .?+?.]. Renewal theory computes the precise amount asymptotically as .?→.. This chapter is devoted to a cornerstone theorem in the case of integer-valued renewal times, while the much more general theory is provided as a special topic in Chapter ..作者: expeditious 時間: 2025-3-28 10:01
,Bienaymé–Galton–Watson Simple Branching Process and Extinction,a finite second moment condition to determine the precise asymptotic nature of the survival probability, both unconditionally and conditionally on survival, in a theorem referred to as the Kolmogorov–Yaglom–Kesten–Ney–Spitzer theorem.作者: instill 時間: 2025-3-28 13:07 作者: agnostic 時間: 2025-3-28 17:45
The Simple Random Walk I: Associated Boundary Value Distributions, Transience, and Recurrence,e combinatorics are provided in the computation of its distribution. Two possible characteristic long-time properties, (point) recurrence and transience, are identified in the course of the analysis. Recurrence is a form of “stochastic periodicity” in which the process revisits a state (or arbitrari作者: CORE 時間: 2025-3-28 20:36 作者: 釋放 時間: 2025-3-28 23:57
Multidimensional Random Walk,ich at each step the random walk moves with equal probability to one of its 2. neighboring states on the lattice. A celebrated theorem of Pólya provides a role for dimension . in distinguishing between recurrent and transient properties of the random walk. Namely, it is shown by combinatorial method作者: 退出可食用 時間: 2025-3-29 03:32 作者: 經(jīng)典 時間: 2025-3-29 10:33 作者: GORGE 時間: 2025-3-29 13:55 作者: Sinus-Node 時間: 2025-3-29 18:36 作者: Arroyo 時間: 2025-3-29 21:27
,Bienaymé–Galton–Watson Simple Branching Process and Extinction,vely and independently generated according to a given offspring distribution, starting from a non-negative integer number of initial .. progenitors. The state zero, referred to as extinction, is an absorbing state for the process. In this chapter a celebrated formula for the probability of extinctio作者: 全面 時間: 2025-3-30 01:30 作者: Habituate 時間: 2025-3-30 06:56 作者: 膽小鬼 時間: 2025-3-30 09:03 作者: 蹣跚 時間: 2025-3-30 12:41 作者: Lipohypertrophy 時間: 2025-3-30 19:25
ArcSine Law Asymptotics,y. The implicit symmetry of this scenario results in the counterintuitive phenomena that in a long series of plays it is not unlikely that one of the players will remain on the winning side while the other player loses for more than half of the series. This chapter derives the distribution of (a) th作者: 種類 時間: 2025-3-30 21:38
Textbook 2021n motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study...Consisting of many 作者: CLAP 時間: 2025-3-31 04:00 作者: CAPE 時間: 2025-3-31 05:53
The Simple Random Walk II: First Passage Times,tric random walk, referred to as null recurrence, showing that while the walker is certain to reach ., the expected time .. This refinement involves an application of Stirling’s asymptotic formula for .!, for which a proof is also provided. An extension to random walks on the integers that do not skip integer states to the left is also given.作者: 粗魯?shù)娜?nbsp; 時間: 2025-3-31 12:26
The Functional Central Limit Theorem (FCLT),otion, regardless of the specific random walk increments, with a finite second moment. The proof given here is by a beautiful technique of Skorokhod in which the random walk paths are embedded within the Brownian motion.作者: 膽大 時間: 2025-3-31 15:49
The Poisson Process, Compound Poisson Process, and Poisson Random Field,s a fundamentally important example from the perspective of both applications and general representations of processes with independent increments. As such it may be viewed as a continuous parameter generalization of the random walk.作者: Exploit 時間: 2025-3-31 21:04 作者: 小樣他閑聊 時間: 2025-4-1 00:19
The Simple Random Walk I: Associated Boundary Value Distributions, Transience, and Recurrence,ce, are identified in the course of the analysis. Recurrence is a form of “stochastic periodicity” in which the process revisits a state (or arbitrarily small neighborhood) infinitely often, while transience refers to the phenomena in which there are at most finitely many returns.作者: Fibrin 時間: 2025-4-1 02:50
Multidimensional Random Walk,es a role for dimension . in distinguishing between recurrent and transient properties of the random walk. Namely, it is shown by combinatorial methods that the simple symmetric random walk on the .-dimensional integer lattice . is recurrent for .?=?1, 2 and transient for .?≥?3.作者: 鑲嵌細工 時間: 2025-4-1 07:56
,Growth of Supercritical Bienaymé–Galton–Watson Simple Branching Processes,its more detailed description of the genealogy. For a given single progenitor the tree graph structure then makes it possible to uniquely trace any given progeny to its root. A natural distance between trees is also introduced that makes the collection of all such family trees a complete and compact metric space.作者: wangle 時間: 2025-4-1 13:06
