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Indlæser... Random Evolution, Lectures onaf Mark A. Pinsky
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Random evolution denotes a class of stochastic processes which evolve according to a rule which varies in time according to jumps. This is in contrast to diffusion processes, which assume that the rule changes continuously with time. Random evolutions provide a very flexible language, having the advantage that they permit direct numerical simulation-which is not possible for a diffusion process. Furthermore, they allow connections with hyperbolic partial differential equations and the kinetic theory of gases, which is impossible within the domain of diffusion proceses. They also posses great g No library descriptions found. |
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Google Books — Indlæser... GenrerMelvil Decimal System (DDC)519.2Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities ProbabilitiesLC-klassificeringVurderingGennemsnit: Ingen vurdering.Er det dig?Bliv LibraryThing-forfatter. |