Stopped Random Walks
Limit Theorems and Applications
Inbunden, Engelska, 2009
Av Allan Gut
709 kr
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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”.
Produktinformation
- Utgivningsdatum2009-02-27
- Mått178 x 235 x 20 mm
- Vikt658 g
- FormatInbunden
- SpråkEngelska
- SerieSpringer Series in Operations Research and Financial Engineering
- Antal sidor263
- Upplaga2
- FörlagSpringer-Verlag New York Inc.
- ISBN9780387878348