| 书目名称 | Renewal Theory for Perturbed Random Walks and Similar Processes | | 编辑 | Alexander Iksanov | | 视频video | | | 概述 | Provides a thorough discussion of the state-of-the art in the area with a special emphasis on the methods employed.Gives results in a final form and poses a number of open questions at the same time.D | | 丛书名称 | Probability and Its Applications | | 图书封面 |  | | 描述 | .This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade..The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both withand without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters..With many motivating examples, th | | 出版日期 | Book 2016 | | 关键词 | Bernoulli sieve; branching random walk; limit theorems; perpetuities; random processes; random walks; Bern | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-49113-4 | | isbn_softcover | 978-3-319-84085-7 | | isbn_ebook | 978-3-319-49113-4Series ISSN 2297-0371 Series E-ISSN 2297-0398 | | issn_series | 2297-0371 | | copyright | Springer International Publishing AG 2016 |
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发表于 2025-3-21 16:26:18
