书目名称 | Stopped Random Walks | 副标题 | Limit Theorems and A | 编辑 | Allan Gut | 视频video | | 概述 | Second edition features a new chapter on perturbed random walks, which are modeled as random walks plus “noise”.Presents updates to the first edition, including an outlook on further results, extensio | 丛书名称 | Springer Series in Operations Research and Financial Engineering | 图书封面 |  | 描述 | .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”.. | 出版日期 | Textbook 2009Latest edition | 关键词 | Probability theory; Sage; limit theorems; perturbed random walks; probability; renewal processes; two-dime | 版次 | 2 | doi | https://doi.org/10.1007/978-0-387-87835-5 | isbn_softcover | 978-1-4419-2773-6 | isbn_ebook | 978-0-387-87835-5Series ISSN 1431-8598 Series E-ISSN 2197-1773 | issn_series | 1431-8598 | copyright | Springer-Verlag New York 2009 |
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