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Non-homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems

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Non-homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems - Menshikov, Mikhail, and Popov, Serguei, and Wade, Andrew
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Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to ...

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Non-homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems 2016, Cambridge University Press, Cambridge

ISBN-13: 9781107026698

Hardcover