Du sparer 31% fra forlagets pris Du sparer 31% fra forlagets pris
Renewal Theory for Perturbed Random Walks and Similar Processes

Renewal Theory for Perturbed Random Walks and Similar Processes

af

  • Forlagets pris kr. 1.109,95
  • Leveringstid 2-3 hverdage
  • Forventet levering 24-04-2018
  • Bog, hardback (kr. 764,95)
    1. Beskrivelse

      This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. 1 Hardback XIV, 250 p.

      Udgivelsesdato:
      18-01-2017
      Leveringstid:
      2-3 hverdage
      Rating:
      (0)
    2. Yderligere info
      Udgivelsesdato:
      18-01-2017
      Sprog:
      Engelsk
      ISBN13:
      9783319491110
      Vægt:
      561
      Højde:
      16
      Bredde:
      155
      Længde:
      235
      Mærkat:
      Bog, hardback
      Format:
      Hardback
      Udgave:
      1st ed. 2016
      • Bibliotekernes beskrivelse

        This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade.The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters.With many motivating examples, this book appeals to both theoretical and applied probabilists.

    3. Anmeldelser
      Log ind for at skrive en anmeldelse.

    Fandt du ikke hvad du søgte?

    Hvis denne bog ikke er noget for dig, kan du benytte kategorierne nedenfor til at finde andre titler. Klik på en kategori for at se lignende bøger.