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Limiting Behavior of Interacting Particle Systems (Paperback) Loot Price: R1,384 Discovery Miles 13 840
Limiting Behavior of Interacting Particle Systems (Paperback): Matteo Ortisi
Limiting Behavior of Interacting Particle Systems (Paperback): Matteo Ortisi

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Limiting Behavior of Interacting Particle Systems (Paperback)

Matteo Ortisi

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Loot Price R1,384 Discovery Miles 13 840

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This book, addressed to researchers and students interested in interacting particle systems, is a study on the application of a law of large numbers and stability criteria to understand the asymptotic behavior of particle systems. The aim is to investigate the limiting behavior of a stochastic interacting particle system both as the size of the population N grows to infinity, being the time t fixed, and t grows to infinity, being N fixed. The limiting behavior as the size N grows to infinity is achieved as a law of large numbers for the empirical process associated with the interacting particle system, while the long time behavior is characterized in terms of the convergence of the particle distribution to an invariant distribution. By applying the same criterion for the convergence to the invariant measure to the continuum time version of the Minority Game, an upper bound for the asymptotic behavior of the waiting time for reaching the stationary state is obtained.

General

Imprint: Lap Lambert Academic Publishing
Country of origin: Germany
Release date: 2011
First published: 2011
Authors: Matteo Ortisi
Dimensions: 229 x 152 x 6mm (L x W x T)
Format: Paperback - Trade
Pages: 100
ISBN-13: 978-3-8433-9268-6
Barcode: 9783843392686
Categories: Promotions
Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 3-8433-9268-4

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