Non-Homogeneous Random Walks Lyapunov Function Methods for near-Critical Stochastic Systems |
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| Author:
| Menshikov, Mikhail
Popov, Serguei
Wade, Andrew |
| Series title: | Cambridge Tracts in Mathematics Ser. |
| ISBN: | 978-1-139-20846-8 |
| Publication Date: | Feb 2017 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital (delivered electronically) |
| List Price: | USD $165.00 |
Book Description:
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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.
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.