Renewal Theory for Perturbed Random Walks and Similar Processes: Probability and Its Applications
Autor Alexander Iksanoven Limba Engleză Hardback – 18 ian 2017
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 withand 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.
Toate formatele și edițiile | Preț | Express |
---|---|---|
Paperback (1) | 625.98 lei 6-8 săpt. | |
Springer International Publishing – 30 apr 2018 | 625.98 lei 6-8 săpt. | |
Hardback (1) | 632.09 lei 6-8 săpt. | |
Springer International Publishing – 18 ian 2017 | 632.09 lei 6-8 săpt. |
Din seria Probability and Its Applications
- Preț: 384.70 lei
- Preț: 387.16 lei
- 18% Preț: 724.05 lei
- 18% Preț: 767.51 lei
- 15% Preț: 627.29 lei
- 18% Preț: 929.24 lei
- Preț: 384.11 lei
- 18% Preț: 1371.03 lei
- 15% Preț: 461.70 lei
- 20% Preț: 569.09 lei
- 15% Preț: 677.11 lei
- Preț: 377.34 lei
- 18% Preț: 1100.41 lei
- Preț: 385.61 lei
- 15% Preț: 633.54 lei
- Preț: 452.37 lei
- 18% Preț: 771.96 lei
- 15% Preț: 688.20 lei
- 15% Preț: 546.02 lei
- Preț: 374.69 lei
- 18% Preț: 1098.26 lei
- 18% Preț: 722.52 lei
- 15% Preț: 642.52 lei
- 18% Preț: 769.80 lei
- Preț: 377.51 lei
- 15% Preț: 687.71 lei
- 18% Preț: 897.24 lei
- 18% Preț: 1377.19 lei
- 18% Preț: 718.81 lei
- Preț: 376.60 lei
- 15% Preț: 571.02 lei
- Preț: 361.42 lei
- 15% Preț: 694.73 lei
- 15% Preț: 631.92 lei
- 15% Preț: 635.13 lei
- 18% Preț: 878.84 lei
- 15% Preț: 517.47 lei
- 15% Preț: 712.86 lei
- 15% Preț: 461.39 lei
- 18% Preț: 981.52 lei
- 18% Preț: 934.79 lei
- Preț: 384.70 lei
- 15% Preț: 639.12 lei
- 18% Preț: 1368.10 lei
- 18% Preț: 946.56 lei
- 18% Preț: 1367.46 lei
Preț: 632.09 lei
Preț vechi: 743.63 lei
-15% Nou
Puncte Express: 948
Preț estimativ în valută:
121.01€ • 125.78$ • 100.33£
121.01€ • 125.78$ • 100.33£
Carte tipărită la comandă
Livrare economică 05-19 februarie 25
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9783319491110
ISBN-10: 3319491113
Pagini: 250
Ilustrații: XIV, 250 p.
Dimensiuni: 155 x 235 x 16 mm
Greutate: 0.55 kg
Ediția:1st ed. 2016
Editura: Springer International Publishing
Colecția Birkhäuser
Seria Probability and Its Applications
Locul publicării:Cham, Switzerland
ISBN-10: 3319491113
Pagini: 250
Ilustrații: XIV, 250 p.
Dimensiuni: 155 x 235 x 16 mm
Greutate: 0.55 kg
Ediția:1st ed. 2016
Editura: Springer International Publishing
Colecția Birkhäuser
Seria Probability and Its Applications
Locul publicării:Cham, Switzerland
Cuprins
Preface.- Perturbed random walks.- Affine recurrences.- Random processes with immigration.- Application to branching random walk.- Application to the Bernoulli sieve.- Appendix.- Bibliography.
Recenzii
“The book also has an extensive bibliography with useful references to the relevant chapters. The book is well documented as one can see also looking at the bibliographic comments and the bibliography. The material covered in the book is broad in its scope, the exposition is lucid and friendly. Thus, the text will be of considerable interest for university professors and students.” (Zdzisław Rychlik, zbMATH 1382.60004, 2018)
Textul de pe ultima copertă
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 withand 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.
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 withand 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.
Caracteristici
Provides a thorough discussion of the state-of-the art in the area with a special emphasis on the methods employed Gives results in a final form and poses a number of open questions at the same time Discusses numerous examples and applications