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Gut, Allan 作者

译者

2009-3 出版日期

277 页数

$ 56.44 价格

丛书系列

9780387878348 图书编码

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发表于2024-11-29

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Stopped Random Walks 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. 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-dimenstional 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."

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