Stopped Random Walks: Limit Theorems and Applications - Couverture rigide

Gut, Allan

Couverture rigide

ISBN 10 : 0387878343 ISBN 13 : 9780387878348

Editeur : Springer-Verlag New York Inc., 2009

Synopsis

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".

A propos du livre

À propos de l'auteur

Dr. Allan Gut is a professor of mathematical statistics at Uppsala University in Sweden. He has published many numerous articles, and has authored and co-authored six books, four of which were published by Springer. Three of those books, including the first edition of this book, have sold out, and Probability: A Graduate Course, published in 2005, is selling well.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2009
• Langue: anglais
• ISBN 10: 0387878343
• ISBN 13: 9780387878348
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 277
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne