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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, queueing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of counters. 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, 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¿.
| Autorius: | Allan Gut |
| Serija: | Springer Series in Operations Research and Financial Engineering |
| Leidėjas: | Springer US |
| Išleidimo metai: | 2010 |
| Knygos puslapių skaičius: | 280 |
| ISBN-10: | 1441927735 |
| ISBN-13: | 9781441927736 |
| Formatas: | 254 x 178 x 16 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Stopped Random Walks: Limit Theorems and Applications“
