Isbn: 9781441927736 - stopped random walks: limit theorems and applications (springer series in operations research and financial engineering) (5 Ergebnisse)

Zustand: New. In English.

Paperback. Zustand: Brand New. 2nd edition. 277 pages. 9.84x6.93x0.71 inches. In Stock.

Zustand: New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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'. …

Taschenbuch. Zustand: Neu. Stopped Random Walks | Limit Theorems and Applications | Allan Gut | Taschenbuch | Springer Series in Operations Research and Financial Engineering | xiv | Englisch | 2010 | Springer | EAN 9781441927736 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …