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...
Guardado en:
| Autor principal: | |
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| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edición: | 2nd edition 2009. |
| Colección: | Springer Series in Operations Research and Financial Engineering
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| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Tabla de Contenidos:
- 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