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Stopped Random Walks Limit Theorems and Applications /
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. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2009.
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| Edición: | 2nd ed. 2009. |
| Colección: | Springer Series in Operations Research and Financial Engineering,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 001 | 978-0-387-87835-5 | ||
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| 100 | 1 | |a Gut, Allan. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stopped Random Walks |h [electronic resource] : |b Limit Theorems and Applications / |c by Allan Gut. |
| 250 | |a 2nd ed. 2009. | ||
| 264 | 1 | |a New York, NY : |b Springer New York : |b Imprint: Springer, |c 2009. | |
| 300 | |a XIV, 263 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Springer Series in Operations Research and Financial Engineering, |x 2197-1773 | |
| 505 | 0 | |a Limit Theorems for Stopped Random Walks -- Renewal Processes and Random Walks -- Renewal Theory for Random Walks with Positive Drift -- Generalizations and Extensions -- Functional Limit Theorems -- Perturbed Random Walks. | |
| 520 | |a 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. 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, as well as how these results may be used in a variety of applications. The present second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter introduces nonlinear renewal processes and the theory of perturbed random walks, which are modeled as random walks plus "noise". This self-contained research monograph is motivated by numerous examples and problems. With its concise blend of material and over 300 bibliographic references, the book provides a unified and fairly complete treatment of the area. The book may be used in the classroom as part of a course on "probability theory", "random walks" or "random walks and renewal processes", as well as for self-study. From the reviews: "The book provides a nice synthesis of a lot of useful material." --American Mathematical Society "...[a] clearly written book, useful for researcher and student." --Zentralblatt MATH. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Operations research. | |
| 650 | 0 | |a Management science. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Operations Research, Management Science . |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9780387879468 |
| 776 | 0 | 8 | |i Printed edition: |z 9781441927736 |
| 776 | 0 | 8 | |i Printed edition: |z 9780387878348 |
| 830 | 0 | |a Springer Series in Operations Research and Financial Engineering, |x 2197-1773 | |
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