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Статті в журналах з теми "Random walk processses"
Dorogovtsev, A. A., and I. I. Nishchenko. "Loop-erased random walks associated with Markov processes." Theory of Stochastic Processes 25(41), no. 2 (December 11, 2021): 15–24. http://dx.doi.org/10.37863/tsp-1348277559-92.
Повний текст джерелаABRAMSON, JOSH, and JIM PITMAN. "Concave Majorants of Random Walks and Related Poisson Processes." Combinatorics, Probability and Computing 20, no. 5 (August 18, 2011): 651–82. http://dx.doi.org/10.1017/s0963548311000307.
Повний текст джерелаCodling, Edward A., Michael J. Plank, and Simon Benhamou. "Random walk models in biology." Journal of The Royal Society Interface 5, no. 25 (April 15, 2008): 813–34. http://dx.doi.org/10.1098/rsif.2008.0014.
Повний текст джерелаMontero, Miquel. "Random Walks with Invariant Loop Probabilities: Stereographic Random Walks." Entropy 23, no. 6 (June 8, 2021): 729. http://dx.doi.org/10.3390/e23060729.
Повний текст джерелаLindvall, Torgny, and L. C. G. Rogers. "On coupling of random walks and renewal processes." Journal of Applied Probability 33, no. 1 (March 1996): 122–26. http://dx.doi.org/10.2307/3215269.
Повний текст джерелаLindvall, Torgny, and L. C. G. Rogers. "On coupling of random walks and renewal processes." Journal of Applied Probability 33, no. 01 (March 1996): 122–26. http://dx.doi.org/10.1017/s0021900200103778.
Повний текст джерелаYANG, ZHIHUI. "LARGE DEVIATION ASYMPTOTICS FOR RANDOM-WALK TYPE PERTURBATIONS." Stochastics and Dynamics 07, no. 01 (March 2007): 75–89. http://dx.doi.org/10.1142/s0219493707001950.
Повний текст джерелаNicolau, João. "STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME." Econometric Theory 18, no. 1 (February 2002): 99–118. http://dx.doi.org/10.1017/s0266466602181060.
Повний текст джерелаArgyrakis, Panos. "Information dimension in random-walk processes." Physical Review Letters 59, no. 15 (October 12, 1987): 1729–32. http://dx.doi.org/10.1103/physrevlett.59.1729.
Повний текст джерелаMuminov, M., and E. G. Samandarov. "Inequalities for Some Random Walk Processes." Theory of Probability & Its Applications 30, no. 3 (September 1986): 489–95. http://dx.doi.org/10.1137/1130061.
Повний текст джерелаДисертації з теми "Random walk processses"
Jones, Elinor Mair. "Large deviations of random walks and levy processes." Thesis, University of Manchester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491853.
Повний текст джерелаBuckley, Stephen Philip. "Problems in random walks in random environments." Thesis, University of Oxford, 2011. http://ora.ox.ac.uk/objects/uuid:06a12be2-b831-4c2a-87b1-f0abccfb9b8b.
Повний текст джерелаOosthuizen, Joubert. "Random walks on graphs." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86244.
Повний текст джерелаENGLISH ABSTRACT: We study random walks on nite graphs. The reader is introduced to general Markov chains before we move on more specifically to random walks on graphs. A random walk on a graph is just a Markov chain that is time-reversible. The main parameters we study are the hitting time, commute time and cover time. We nd novel formulas for the cover time of the subdivided star graph and broom graph before looking at the trees with extremal cover times. Lastly we look at a connection between random walks on graphs and electrical networks, where the hitting time between two vertices of a graph is expressed in terms of a weighted sum of e ective resistances. This expression in turn proves useful when we study the cover cost, a parameter related to the cover time.
AFRIKAANSE OPSOMMING: Ons bestudeer toevallige wandelings op eindige gra eke in hierdie tesis. Eers word algemene Markov kettings beskou voordat ons meer spesi ek aanbeweeg na toevallige wandelings op gra eke. 'n Toevallige wandeling is net 'n Markov ketting wat tyd herleibaar is. Die hoof paramaters wat ons bestudeer is die treftyd, pendeltyd en dektyd. Ons vind oorspronklike formules vir die dektyd van die verdeelde stergra ek sowel as die besemgra ek en kyk daarna na die twee bome met uiterste dektye. Laastens kyk ons na 'n verband tussen toevallige wandelings op gra eke en elektriese netwerke, waar die treftyd tussen twee punte op 'n gra ek uitgedruk word in terme van 'n geweegde som van e ektiewe weerstande. Hierdie uitdrukking is op sy beurt weer nuttig wanneer ons die dekkoste bestudeer, waar die dekkoste 'n paramater is wat verwant is aan die dektyd.
Jones, Owen Dafydd. "Random walks on pre-fractals and branching processes." Thesis, University of Cambridge, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388440.
Повний текст джерелаBoutaud, Pierre. "Branching random walk : limit cases and minimal hypothesis." Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPASM025.
Повний текст джерелаThe branching random walk is a particle system on the real line starting at time 0 with an initial particle at position 0, then each particle living at time n proceeds to die at time n+1 and give birth, independently from the other particles of generation n, to a random number of particles at random positions. In a first chapter, we define in details the branching random walk model and some key elements of the scientific research on this model, including the study of the additive martingale. This martingale can be stuided through its convergence towards a limit that may be trivial, raising the question of an appropriate scaling, called Seneta-Heyde sclaing, in the case the limit is trivial. The additive martingale can also be studied with stochastic recursive equations lezading to fixed points equations in law. This latter question is adressed in some unpublished works from the first year of PhD, in continuioty with works from the masters thesis. The second chapter is a translation in english of some sections of the preivous chapter so that every reader can grasp the key elements and goals of this manuscript.In a third chapter, we present a new proof developed with Pascal Maillard for Aîdékon and Shi's theorem on the Seneta-Heyde scaling of the critical additive martingale in the finite variance case. This new proof no longer need a peeling lemma and the use of second moment arguments and prefers studying the conditional Laplace transform. the properties of some renewal functions allow a much more general approach without the need to foucs to much on the derivative martingale. This is also illustrated in a fourth chapter where in new works with Pascal Maillard, we find the Seneta-Heyde scaling for the critical additive martingale in the case where the spinal random walk is in the attraction domain of a stable law. We then observe that the renewal functions provide us with a better suited candidate for this study than the derivative artingale, which is no longer always a martingale in this context.Finally, the fifth chapter focus on the question of the optimality of the assumptions made in the preivous chapter concerning the non-triviality of the limit obtained with the Seneta-Heyde scaling
Tokushige, Yuki. "Random Walks on random trees and hyperbolic groups: trace processes on boundaries at infinity and the speed of biased random walks." Kyoto University, 2019. http://hdl.handle.net/2433/242580.
Повний текст джерелаDe, Bacco Caterina. "Decentralized network control, optimization and random walks on networks." Thesis, Paris 11, 2015. http://www.theses.fr/2015PA112164/document.
Повний текст джерелаIn the last years several problems been studied at the interface between statistical physics and computer science. The reason being that often these problems can be reinterpreted in the language of physics of disordered systems, where a big number of variables interacts through local fields dependent on the state of the surrounding neighborhood. Among the numerous applications of combinatorial optimisation the optimal routing on communication networks is the subject of the first part of the thesis. We will exploit the cavity method to formulate efficient algorithms of type message-passing and thus solve several variants of the problem through its numerical implementation. At a second stage, we will describe a model to approximate the dynamic version of the cavity method, which allows to decrease the complexity of the problem from exponential to polynomial in time. This will be obtained by using the Matrix Product State formalism of quantum mechanics. Another topic that has attracted much interest in statistical physics of dynamic processes is the random walk on networks. The theory has been developed since many years in the case the underneath topology is a d-dimensional lattice. On the contrary the case of random networks has been tackled only in the past decade, leaving many questions still open for answers. Unravelling several aspects of this topic will be the subject of the second part of the thesis. In particular we will study the average number of distinct sites visited during a random walk and characterize its behaviour as a function of the graph topology. Finally, we will address the rare events statistics associated to random walks on networks by using the large-deviations formalism. Two types of dynamic phase transitions will arise from numerical simulations, unveiling important aspects of these problems. We will conclude outlining the main results of an independent work developed in the context of out-of-equilibrium physics. A solvable system made of two Brownian particles surrounded by a thermal bath will be studied providing details about a bath-mediated interaction arising for the presence of the bath
Maddalena, Daniela. "Stationary states in random walks on networks." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/10170/.
Повний текст джерелаGabrysch, Katja. "On Directed Random Graphs and Greedy Walks on Point Processes." Doctoral thesis, Uppsala universitet, Analys och sannolikhetsteori, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-305859.
Повний текст джерелаBernergård, Zandra. "Connection between discrete time random walks and stochastic processes by Donsker's Theorem." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48719.
Повний текст джерелаКниги з теми "Random walk processses"
A random walk down Wall Street. 4th ed. New York: Norton, 1985.
Знайти повний текст джерелаIbe, Oliver C. Elements of Random Walk and Diffusion Processes. Hoboken, NJ: John Wiley & Sons, Inc, 2013. http://dx.doi.org/10.1002/9781118618059.
Повний текст джерелаRandom walk and the heat equation. Providence, R.I: American Mathematical Society, 2010.
Знайти повний текст джерелаHughes, B. D. Random walks and random environments. Oxford: Clarendon Press, 1995.
Знайти повний текст джерелаPrabhu, N. U. (Narahari Umanath), 1924- and Tang Loon Ching, eds. Markov-modulated processes & semiregenerative phenomena. Singapore: World Scientific, 2009.
Знайти повний текст джерелаRandom walks of infinitely many particles. Singapore: World Scientific, 1994.
Знайти повний текст джерелаDavid, Gaspari George, ed. Elements of the random walk: An introduction for advanced students and researchers. Cambridge: Cambridge University Press, 2004.
Знайти повний текст джерелаStatistical mechanics and random walks: Principles, processes, and applications. New York: Nova Science Publishers, 2012.
Знайти повний текст джерелаLawler, Gregory F. Intersections of Random Walks. New York, NY: Springer New York, 2013.
Знайти повний текст джерелаR. W. van der Hofstad. One-dimensional random polymers. Amsterdam, The Netherlands: CWI, 1998.
Знайти повний текст джерелаЧастини книг з теми "Random walk processses"
Korosteleva, Olga. "Random Walk." In Stochastic Processes with R, 43–60. Boca Raton: Chapman and Hall/CRC, 2022. http://dx.doi.org/10.1201/9781003244288-2.
Повний текст джерелаNey, Peter. "Branching Random Walk." In Spatial Stochastic Processes, 3–22. Boston, MA: Birkhäuser Boston, 1991. http://dx.doi.org/10.1007/978-1-4612-0451-0_1.
Повний текст джерелаGut, Allan. "Renewal Processes and Random Walks." In Stopped Random Walks, 46–73. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4757-1992-5_3.
Повний текст джерелаGut, Allan. "Renewal Processes and Random Walks." In Stopped Random Walks, 49–77. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-87835-5_2.
Повний текст джерелаBosq, Denis, and Hung T. Nguyen. "Random Walks." In A Course in Stochastic Processes, 117–46. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-015-8769-3_6.
Повний текст джерелаResnick, Sidney I. "The General Random Walk." In Adventures in Stochastic Processes, 558–612. Boston, MA: Birkhäuser Boston, 2002. http://dx.doi.org/10.1007/978-1-4612-0387-2_7.
Повний текст джерелаSchwarz, Wolf. "More General Diffusion Processes." In Random Walk and Diffusion Models, 121–40. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12100-5_5.
Повний текст джерелаSchinazi, Rinaldo B. "A Branching Random Walk." In Classical and Spatial Stochastic Processes, 231–49. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-1869-0_12.
Повний текст джерелаGallager, Robert G. "Random Walks and Martingales." In Discrete Stochastic Processes, 223–63. Boston, MA: Springer US, 1996. http://dx.doi.org/10.1007/978-1-4615-2329-1_7.
Повний текст джерелаSchinazi, Rinaldo B. "Continuous Time Branching Random Walk." In Classical and Spatial Stochastic Processes, 135–52. Boston, MA: Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1582-0_6.
Повний текст джерелаТези доповідей конференцій з теми "Random walk processses"
HUANG, WEN-JANG, and CHUEN-DOW HUANG. "A STUDY OF INVERSES OF THINNED RENEWAL PROCESSES." In Random Walk, Sequential Analysis and Related Topics - A Festschrift in Honor of Yuan-Shih Chow. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812772558_0006.
Повний текст джерелаLIN, ZHENGYAN, and DEGUI LI. "THE L1-NORM KERNEL ESTIMATOR OF CONDITIONAL MEDIAN FOR STATIONARY PROCESSES." In Random Walk, Sequential Analysis and Related Topics - A Festschrift in Honor of Yuan-Shih Chow. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812772558_0019.
Повний текст джерелаGORENFLO, R., F. MAINARDI, and A. VIVOLI. "SUBORDINATION IN FRACTIONAL DIFFUSION PROCESSES VIA CONTINUOUS TIME RANDOM WALK." In Proceedings of the 5th International ISAAC Congress. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/9789812835635_0043.
Повний текст джерелаAndrade, Matheus Guedes de, Franklin De Lima Marquezino, and Daniel Ratton Figueiredo. "Characterizing the Relationship Between Unitary Quantum Walks and Non-Homogeneous Random Walks." In Concurso de Teses e Dissertações da SBC. Sociedade Brasileira de Computação, 2021. http://dx.doi.org/10.5753/ctd.2021.15756.
Повний текст джерелаOrlowski, M. "Zero-flux boundary condition in a two-probability-parameter random walk model." In IEEE International Conference on Simulation of Semiconductor Processes and Devices. IEEE, 2003. http://dx.doi.org/10.1109/sispad.2003.1233650.
Повний текст джерелаRen, Jing, and Sriram Sundararajan. "Microfluidic Channel Fabrication With Tailored Wall Roughness." In ASME 2012 International Manufacturing Science and Engineering Conference collocated with the 40th North American Manufacturing Research Conference and in participation with the International Conference on Tribology Materials and Processing. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/msec2012-7328.
Повний текст джерелаLee, Geon, Minyoung Choe, and Kijung Shin. "HashNWalk: Hash and Random Walk Based Anomaly Detection in Hyperedge Streams." In Thirty-First International Joint Conference on Artificial Intelligence {IJCAI-22}. California: International Joint Conferences on Artificial Intelligence Organization, 2022. http://dx.doi.org/10.24963/ijcai.2022/296.
Повний текст джерелаKorolev, Victor, Vladimir Bening, Lilya Zaks, and Alexander Zeifman. "On Convergence Of Random Walks Having Jumps With Finite Variances To Stable Levy Processes." In 27th Conference on Modelling and Simulation. ECMS, 2013. http://dx.doi.org/10.7148/2013-0601.
Повний текст джерелаSevostyanov, Petr A., Tatyana A. Samoilova, and Ekaterina N. Vakhromeeva. "Modeling of the dynamics of computer memory filling." In INTERNATIONAL SCIENTIFIC-TECHNICAL SYMPOSIUM (ISTS) «IMPROVING ENERGY AND RESOURCE-EFFICIENT AND ENVIRONMENTAL SAFETY OF PROCESSES AND DEVICES IN CHEMICAL AND RELATED INDUSTRIES». The Kosygin State University of Russia, 2021. http://dx.doi.org/10.37816/eeste-2021-2-84-88.
Повний текст джерелаWang, Yan. "Accelerating Stochastic Dynamics Simulation With Continuous-Time Quantum Walks." In ASME 2016 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/detc2016-59420.
Повний текст джерелаЗвіти організацій з теми "Random walk processses"
Young, Richard M. Modeling Random Walk Processes In Human Concept Learning. Fort Belvoir, VA: Defense Technical Information Center, May 2006. http://dx.doi.org/10.21236/ada462700.
Повний текст джерела