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Stopped Random Walks : Limit Theorems and Applications / by Allan Gut

Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Springer Series in Operations Research and Financial Engineering | SpringerLink Bücher | Springer eBook Collection Mathematics and StatisticsPublisher: New York, NY : Springer New York, 2009Description: Online-Ressource (XIV, 263p, digital)ISBN:
  • 9780387878355
Subject(s): Additional physical formats: 9780387878348 | Buchausg. u.d.T.: Stopped random walks. 2. ed. [updated]. New York, NY : Springer, 2009. XI, 263 S.DDC classification:
  • 519.282 22
  • 519.2 23
MSC: MSC: *60-02 | 60G50 | 60Fxx | 60K05RVK: RVK: SK 820DOI: DOI: 10.1007/978-0-387-87835-5Online resources: Summary: 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.Summary: 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. 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, as well as how these results may be used in a variety of applications. The present second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter introduces nonlinear renewal processes and the theory of perturbed random walks, which are modeled as random walks plus "noise". This self-contained research monograph is motivated by numerous examples and problems. With its concise blend of material and over 300 bibliographic references, the book provides a unified and fairly complete treatment of the area. The book may be used in the classroom as part of a course on "probability theory", "random walks" or "random walks and renewal processes", as well as for self-study. From the reviews: "The book provides a nice synthesis of a lot of useful material." --American Mathematical Society "...[a] clearly written book, useful for researcher and student." --Zentralblatt MATH.PPN: PPN: 1647886589Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SMA | ZDB-2-SXMS
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