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Anglický jazyk
Stopped Random Walks
Autor: Allan Gut
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,... Viac o knihe
Na objednávku
48.39 €
bežná cena: 54.99 €
O knihe
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, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. 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-dimenstional 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."
- Vydavateľstvo: Springer New York
- Rok vydania: 2009
- Formát: Hardback
- Rozmer: 246 x 175 mm
- Jazyk: Anglický jazyk
- ISBN: 9780387878348
