Stopped Random Walks
Limit Theorems and Applications
Seiten
2010
|
Softcover reprint of hardcover 2nd ed. 2009
Springer-Verlag New York Inc.
978-1-4419-2773-6 (ISBN)
Springer-Verlag New York Inc.
978-1-4419-2773-6 (ISBN)
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”.
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”.
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.
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.
| Reihe/Serie | Springer Series in Operations Research and Financial Engineering |
|---|---|
| Zusatzinfo | XIV, 263 p. |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 178 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik | |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Wirtschaft ► Betriebswirtschaft / Management | |
| ISBN-10 | 1-4419-2773-5 / 1441927735 |
| ISBN-13 | 978-1-4419-2773-6 / 9781441927736 |
| Zustand | Neuware |
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