Stopped Random Walks Limit Theorems and Applications
-
- Hardcover
- Taschenbuch ausgewählt
-
Sprache:Englisch
Fr. 72.90
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
15.12.2010
Abbildungen
XIV, 263 p.
Verlag
Springer UsSeitenzahl
263
Maße (L/B/H)
25.4/17.8/1.6 cm
Gewicht
532 g
Auflage
Softcover reprint of hardcover 2nd ed. 2009
Sprache
Englisch
ISBN
978-1-4419-2773-6
Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a
random
number of steps. Examples are sequential analysis, queueing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of counters.
Stopped Random Walks: Limit Theorems and Applications
shows how this theory can be used to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimensional random walks, and to how these results are useful in various applications.
This second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter examines nonlinear renewal processes in order to present the analagous theory for perturbed random walks, modeled as a random walk plus “noise”.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.