fachmedien.de - spezialisierte Fachinformationen für Studium und Beruf
fachmedien.de - spezialisierte Fachinformationen für Studium und Beruf
fachmedien.de - spezialisierte Fachinformationen für Studium und Beruf
fachmedien.de - spezialisierte Fachinformationen für Studium und Beruf
fachmedien.de - spezialisierte Fachinformationen für Studium und Beruf

Site Breadcrumb

Verkauf durch Sack Fachmedien

Kolesnik

Markov Random Flights

Medium: Buch
ISBN: 978-0-367-56494-0
Verlag: Chapman and Hall/CRC
Erscheinungstermin: 03.02.2021
In den Warenkorb
Lieferfrist: bis zu 10 Tage
Auf die Merkliste Drucken
Überschrift

Beschreibung

Kostenloser Versand

nach Deutschland, Österreich und in die Schweiz

Bequem zahlen

Rechnung, Kreditkarte, PayPal oder Bankeinzug

Wir sind gerne für Sie da

0800 000-1378 (Inland)
service@fachmedien.de
<<Kontaktformular>>

Fragen

Fragen Lorem ipsum dolor sit amet, consetetur sadipscing elitr, sed diam nonumy eirmod tempor invidunt ut labore et dolore magna aliquyam erat, sed diam voluptua
Anwtorten

Anwtorten At vero eos et accusam et justo duo dolores et ea rebum. Stet clita kasd gubergren, no sea takimata sanctus est Lorem ipsum dolor sit amet. Lorem ipsum dolor sit amet

Markov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flight is a stochastic dynamic system subject to the control of an external Poisson process and represented by the stochastic motion of a particle that moves at constant finite speed and changes its direction at random Poisson time instants. The initial (and each new) direction are taken at random according to some probability distribution on the unit sphere. Such stochastic motion is the basic model for describing many real finite-velocity transport phenomena arising in statistical physics, chemistry, biology, environmental science, financial markets. Markov random flights acts as an effective tool for modeling the slow and super-slow diffusion processes arising in various fields of science and technology.
Features

Provides the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions

Suitable for graduate students and for specialists and professionals in applied areas

Introduces a new unified approach based on the powerful methods of mathematical analysis, such as integral transforms, generalized, hypergeometric and special functions.

Produkteigenschaften

  • Artikelnummer: 9780367564940
  • Medium: Buch
  • ISBN: 978-0-367-56494-0
  • Verlag: Chapman and Hall/CRC
  • Erscheinungstermin: 03.02.2021
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2021
  • Serie: Chapman & Hall/CRC Monographs and Research Notes in Mathematics
  • Produktform: Gebunden
  • Gewicht: 959 g
  • Seiten: 406
  • Format (B x H x T): 183 x 260 x 26 mm
  • Ausgabetyp: Kein, Unbekannt

Themen

Autoren/Hrsg.

Autoren

1. Preliminaries. 1.1. Markov processes. 1.2. Random evolutions. 1.3. Determinant theorem. 1.4. Kurtz’s diffusion approximation theorem. 1.5. Special functions. 1.6. Hypergeometric functions. 1.7. Generalized functions. 1.8. Integral transforms. 1.9. Auxiliary lemmas. 2. Telegraph Processes. 2.1. Definition of the process and structure of distribution. 2.2. Kolmogorov equation. 2.3. Telegraph equation. 2.4. Characteristic function. 2.5. Transition density. 2.6. Probability distribution function. 2.7. Convergence to the Wiener process. 2.8. Laplace transform of transition density. 2.9. Moment analysis. 2.11. Telegraph-type processes with several velocities. 2.12. Euclidean distance between two telegraph processes. 2.13. Sum of two telegraph processes. 2.14. Linear combinations of telegraph processes. 3. Planar Random Motion with a Finite Number of Directions. 3.1. Description of the model and the main result. 3.2. Proof of the Main Theorem. 3.3. Diffusion area. 3.4. Polynomial representations of the generator. 3.5. Limiting differential operator. 3.6. Weak convergence to the Wiener process. 4. Integral Transforms of the Distributions of Markov Random Flights. 4.1. Description of process and structure of distribution. 4.2. Recurrent integral relations. 4.3. Laplace transforms of conditional characteristic functions. 4.4. Conditional characteristic functions. 4.5. Integral equation for characteristic function. 4.6. Laplace transform of characteristic function. 4.7. Initial conditions. 4.8. Limit theorem. 4.9. Random flight with rare switching. 4.10. Hyper-parabolic operators. 4.11. Random flight with arbitrary dissipation function. 4.12. Integral equation for transition density. 5. Markov Random Flight in the Plane R2. 5.1. Conditional densities. 5.2 Distribution of the process. 5.3. Characteristic function. 5.4 Telegraph equation. 5.5. Limit theorem. 5.6. Alternative derivation of transition density. 5.7. Moments. 5.8. Random flight with Gaussian starting point. 5.9. Euclidean distance between two random flights. 6. Markov Random Flight in the Space R3. 6.1. Characteristic function. 6.2. Discontinuous term of distribution. 6.3. Limit theorem. 6.4. Asymptotic relation for the transition density. 6.5. Fundamental solution to Kolmogorov equation. 7. Markov Random Flight in the Space R4. 7.1. Conditional densities. 7.2. Distribution of the process. 7.3. Characteristic function. 7.4. Limit theorem. 7.5. Moments. 8. Markov Random Flight in the Space R6. 8.1. Conditional densities. 8.2. Distribution of the process. 9. Applied Models. 9.1. Slow diffusion. 9.2. Fluctuations of water level in reservoir. 9.3. Pollution model. 9.4. Physical applications. 9.5 Option pricing.