Name: Renewal Theory for Perturbed Random Walks and Similar Processes (en Inglés)
SKU: 58543562
Price: 1858.65 MXN
Availability: InStock
Author: Iksanov, Alexander
ISBN: 9783319840857

portada Renewal Theory for Perturbed Random Walks and Similar Processes (en Inglés)

Renewal Theory for Perturbed Random Walks and Similar Processes (en Inglés)

Formato

Libro Físico

Autor

Alexander Iksanov

Editorial

Birkhauser

Idioma

Inglés

N° páginas

250

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6x1.4 cm

Peso

0.38 kg.

ISBN13

9783319840857

Categorías

Probabilidad y estadística

Renewal Theory for Perturbed Random Walks and Similar Processes (en Inglés)

Alexander Iksanov (Autor) · Birkhauser · Tapa Blanda

Libro Nuevo Importado

Envío: 13 a 18 días háb.

$ 3,379.36$ 1,858.65

-45%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

$ 1,858.65

¡Envío Gratis! Llega entre el 25 Sep y el 05 Oct a CUAUHTÉMOC, Ciudad de México. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Renewal Theory for Perturbed Random Walks and Similar Processes (en Inglés)"

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.