Mendeley出力
＜図書＞
Random walk intersections : large deviations and related topics
| 責任表示 | Xia Chen |
|---|---|
| シリーズ | Mathematical surveys and monographs ; v. 157 |
| データ種別 | 図書 |
| 出版情報 | Providence, R.I. : American Mathematical Society , c2010 |
| 本文言語 | 英語 |
| 大きさ | x, 332 p. ; 27 cm |
| 概要 | For advanced graduate students, Chen provides a systematic account of recent mathematical advances in large deviations arising from the area of sample path intersections, including calculation of the ...ail probabilities of the intersection local times, the ranges and the intersections of the ranges of random walks and Brownian motions, as well as discussion of the weak law and the law of the iterated logarithm for these models. The book is chiefly concerned with the probability that the random walks and Brownian motions intersect each other or themselves with extreme intensity. It includes the general theory of large deviations. Chen developed the book from a graduate course at the U. of Tennessee, and it is accessible to non-experts with only basic knowledge of stochastic processes and functional analysis. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6947685 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | CHEN/43/1 | 2010 |
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023212009006976 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 321-327) and index |
|---|---|
| 著者標目 | *Chen, Xia |
| 件 名 | LCSH:Random walks (Mathematics) LCSH:Large deviations |
| 分 類 | LCC:QA274.73 DC22:519.2/82 |
| 書誌ID | 1001412628 |
| ISBN | 9780821848203 |
| NCID | BB00856749 |
| 巻冊次 | ISBN:9780821848203 |
| 登録日 | 2010.02.03 |
| 更新日 | 2017.02.18 |