Simple random walk

Ebook "Classical and spatial stochastic processes: With applications to biology (Second edition)" presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response.

271p manmanthanhla0201 26-02-2024 4 1   Download

Part 2 book "Computational physics - Simulation of classical and quantum systems" includes content: Rotational motion, molecular mechanics, thermodynamic systems, random walk and brownian motion, electrostatics, advection, waves, diffusion, nonlinear systems, simple quantum systems, variational methods for quantum systems.

303p muasambanhan02 18-12-2023 5 4   Download

Continued part 1, part 2 of ebook "Computational physics: Simulation of classical and quantum systems" has presents the following content: simulation of classical and quantum systems; rotational motion; molecular mechanics; thermodynamic systems; random walk and brownian motion; electrostatics; waves; diffusion; nonlinear systems; simple quantum systems; elementary qubit manipulation; reaction-diffusion systems;...

212p dieptieuung 20-07-2023 5 3   Download

Lecture Introduction to Stochastic Processes: Lesson 9 provide students with knowledge about discrete parameter Markov chain on a countable state space, simple random walk on integers, mathematical description, transition probabilities, define a stochastic process with initial distribution,...

12p bachnhuocdong 23-12-2021 10 0   Download

Lecture Introduction to Stochastic Processes: Lesson 11 provide students with knowledge about simple random walk, on-off process, choose a lamp at random and switch it on, choose another lamp at random (independently of the previous choice and the configuration of the lamps), random walks on groups,...

20p bachnhuocdong 23-12-2021 14 0   Download

Lecture Introduction to Stochastic Processes: Lesson 16 provide students with knowledge about simple random walk on Z, Stirling's approximation, nearest neighbour random walk on Z, direct product of two simple random walks on Z, one-dimensional estimate, two-dimensional case,...

23p bachnhuocdong 23-12-2021 8 0   Download

Lecture Introduction to Stochastic Processes: Lesson 17 provide students with knowledge about simple random walk on Z3, class property, solidarity property, recurrence and transience are class properties, period of a state, the canonical decomposition, closed sets,...

24p bachnhuocdong 23-12-2021 9 0   Download

A simple model of earnings, cash flows and accruals is developed by assuming a random walk sales process, variable and fixed costs, accounts receivable and payable, and inventory and applying the accounting process. The model implies earnings better predicts future operating cash flows than does current operating cash flows and the difference varies with the operating cash cycle. Also, the model is used to predict serial and crosscorrelations of each firm's series. The implications and predictions are tested on a 1337 firm sample over 1963-1992.

53p bin_pham 06-02-2013 49 4   Download

This prediction is, of course, dependent on the assumption that sales follow a random walk. For example, if sales followed a simple autoregressive process, with the variable expense assumption earnings would follow a similar process. The preceding analysis shows that a very simple model of the firm that assumes sales follow a random walk and allows only for accounts receivable, accounts payable and inventory accruals can generate the basic time series properties observed for operating cash flows, earnings, and accruals.

32p bin_pham 06-02-2013 43 6   Download

In [KSb] we studied the following model for the spread of a rumor or infection: There is a “gas” of so-called A-particles, each of which performs a continuous time simple random walk on Zd , with jump rate DA . We assume that “just before the start” the number of A-particles at x, NA (x, 0−), has a mean μA Poisson distribution and that the NA (x, 0−), x ∈ Zd , are independent. In addition, there are B-particles which perform continuous time simple random walks with jump rate DB . We start with a finite number of B-particles...

67p dontetvui 17-01-2013 45 6   Download

Let T (x, ε) denote the first hitting time of the disc of radius ε centered at x for Brownian motion on the two dimensional torus T2 . We prove that supx∈T2 T (x, ε)/| log ε|2 → 2/π as ε → 0. The same applies to Brownian motion on any smooth, compact connected, two-dimensional, Riemannian manifold with unit area and no boundary. As a consequence, we prove a conjecture, due to Aldous (1989), that the number of steps it takes a simple random walk to cover all points of the lattice torus Z2 is asymptotic to 4n2 (log...

33p tuanloccuoi 04-01-2013 43 7   Download

How would deleveraging affect a bank’s weighted average cost of funds? Our results suggest that if leverage declines, the cost of equity will also fall. For example, if leverage of the average bank halves to 10, the market beta would fall by 10 basis points. This implies that the average equity factor for banks will fall by 0.4% to 13.0%. Assuming a 5% cost of debt, the weighted average cost of funds for the bank would be 5.8% (ie 0.10*13.0% + 0.90*5%). 7 This is only about 40 basis points higher than when leverage is equal to 20, the average...

29p quaivattim 04-12-2012 53 2   Download