Stopped Random Walks 2024 pdf epub mobi 电子书

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发表于2024-11-30

Stopped Random Walks 2024 pdf epub mobi 电子书

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出版者:

作者:Gut, Allan

出品人:

页数:277

译者:

出版时间:2009-3

价格:$ 56.44

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isbn号码:9780387878348

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Stopped Random Walks 2024 pdf epub mobi 电子书图书描述

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, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. 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-dimenstional 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."

Stopped Random Walks 2024 pdf epub mobi 电子书

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