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Random Walk Intersections: Large Deviations and Related Topics

Xia Chen
Publisher: 
American Mathematical Society
Publication Date: 
2010
Number of Pages: 
332
Format: 
Hardcover
Series: 
Mathematical Surveys and Monographs 157
Price: 
90.00
ISBN: 
9780821848203
Category: 
Monograph
We do not plan to review this book.
  • Basics on large deviations
  • Brownian intersection local times
  • Mutual intersection: large deviations
  • Self-intersection: large deviations
  • Intersections on lattices: weak convergence
  • Inequalities and integrabilities
  • Independent random walks: large deviations
  • Single random walk: large deviations
  • Green's function
  • Fourier transformation
  • Constant $\kappa(d,p)$ and related variations
  • Regularity of stochastic processes
  • Self-adjoint operators
  • Bibliography
  • List of general notations
  • Index