Titlebook: Stopped Random Walks; Limit Theorems and A Allan Gut Textbook 2009Latest edition Springer-Verlag New York 2009 Probability theory.Sage.limi

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书目名称Stopped Random Walks影响因子(影响力)




书目名称Stopped Random Walks影响因子(影响力)学科排名




书目名称Stopped Random Walks网络公开度




书目名称Stopped Random Walks网络公开度学科排名




书目名称Stopped Random Walks被引频次




书目名称Stopped Random Walks被引频次学科排名




书目名称Stopped Random Walks年度引用




书目名称Stopped Random Walks年度引用学科排名




书目名称Stopped Random Walks读者反馈




书目名称Stopped Random Walks读者反馈学科排名

色情

Allan GutSecond 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

EWE

Expertise

Foreknowledge

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Apoptosis

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Renewal Theory for Random Walks with Positive Drift, = 0, ., where {... ≥ 1} is a sequence of i.i.d. random variables, and .. We assume throughout this chapter, unless stated otherwise, that 0 < .. = μ < ∞ (recall Theorems 2.8.2 and 2.8.3). In this section, however, no such assumption is necessary.

不公开

Functional Limit Theorems,eans that one considers the partial sums {.., ..,..., ..} of i.i.d. variables jointly for each n and shows that if the mean and variance are finite then the (polygonal) process obtained by normalization (and linear interpolation), behaves, asymptotically, like Brownian motion.

珊瑚

Perturbed Random Walks,s covered in Chapter 3 and onwards. The next one was considered in Section 4.5, namely “time dependent” boundaries. Since the appearance of the first edition of this book in 1988 research in the area has moved on. In this chapter we present some of the post-1988 development.