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Renewal Theory for Perturbed Random Walks and Similar Processes
Alexander Iksanov
€ 122.72
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Description for Renewal Theory for Perturbed Random Walks and Similar Processes
Hardback. Series: Probability and its Applications. Num Pages: 250 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 16. Weight in Grams: 561.
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 ... Read more
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 ... Read more
Product Details
Publisher
Birkhäuser
Format
Hardback
Publication date
2017
Series
Probability and its Applications
Condition
New
Weight
561g
Number of Pages
250
Place of Publication
Basel, Switzerland
ISBN
9783319491110
SKU
V9783319491110
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Renewal Theory for Perturbed Random Walks and Similar Processes
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 ... Read more