Stopped Random Walks : Limit Theorems and Applications
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...
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| Main Author: | |
|---|---|
| Format: | Livre numérique |
| Language: | Anglais |
| Published: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edition: | 2nd edition 2009. |
| Series: | Springer Series in Operations Research and Financial Engineering
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| Subjects: | |
| Online Access: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Description d'après consultation du 15 novembre 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stopped Random Walks, Texte imprimé, 9780387879468 • Stopped Random Walks, Texte imprimé, 9781441927736 • Stopped random walks, limit theorems and applications, Allan Gut, 2nd edition, 2009, New York, Springer, 1 vol. (XI-263 p.), Springer series in operations research and financial engineering, 978-0-387-87834-8 |
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| 245 | 1 | 0 | |a Stopped Random Walks : |b Limit Theorems and Applications |c by Allan Gut. |
| 250 | |a 2nd edition 2009. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Springer Series in Operations Research and Financial Engineering |x 2197-1773 | |
| 500 | |a Description d'après consultation du 15 novembre 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Marches aléatoires (mathématiques) | ||
| 650 | |a Théorie du renouvellement | ||
| 776 | 0 | |t Stopped Random Walks |b Texte imprimé |z 9780387879468 | |
| 776 | 0 | |t Stopped Random Walks |b Texte imprimé |z 9781441927736 | |
| 776 | 0 | |0 134388917 |t Stopped random walks |o limit theorems and applications |f Allan Gut |e 2nd edition |d 2009 |c New York |n Springer |p 1 vol. (XI-263 p.) |s Springer series in operations research and financial engineering |z 978-0-387-87834-8 | |
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