| 000 | 03155nam a22004335i 4500 | ||
|---|---|---|---|
| 001 | 978-0-387-87835-5 | ||
| 003 | DE-He213 | ||
| 005 | 20251006084428.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2009 xxu| s |||| 0|eng d | ||
| 020 | _a9780387878355 | ||
| 020 | _a99780387878355 | ||
| 024 | 7 |
_a10.1007/978-0-387-87835-5 _2doi |
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| 100 | 1 |
_aGut, Allan. _eauthor. |
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| 245 | 1 | 0 |
_aStopped Random Walks _h[electronic resource] : _bLimit Theorems and Applications / _cby Allan Gut. |
| 264 | 1 |
_aNew York, NY : _bSpringer New York, _c2009. |
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| 300 |
_aXIV, 263p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringer Series in Operations Research and Financial Engineering, _x1431-8598 |
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| 505 | 0 | _aLimit Theorems for Stopped Random Walks -- Renewal Processes and Random Walks -- Renewal Theory for Random Walks with Positive Drift -- Generalizations and Extensions -- Functional Limit Theorems -- Perturbed Random Walks. | |
| 520 | _aClassical 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. 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, as well as how these results may be used in a variety of applications. The present second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter introduces nonlinear renewal processes and the theory of perturbed random walks, which are modeled as random walks plus "noise". This self-contained research monograph is motivated by numerous examples and problems. With its concise blend of material and over 300 bibliographic references, the book provides a unified and fairly complete treatment of the area. The book may be used in the classroom as part of a course on "probability theory", "random walks" or "random walks and renewal processes", as well as for self-study. From the reviews: "The book provides a nice synthesis of a lot of useful material." --American Mathematical Society "...[a] clearly written book, useful for researcher and student." --Zentralblatt MATH | ||
| 650 | 0 | _aMATHEMATICS. | |
| 650 | 0 | _aOPERATIONS RESEARCH. | |
| 650 | 0 | _aDISTRIBUTION (PROBABILITY THEORY). | |
| 650 | 1 | 4 | _aMATHEMATICS. |
| 650 | 2 | 4 | _aPROBABILITY THEORY AND STOCHASTIC PROCESSES. |
| 650 | 2 | 4 | _aOPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9780387878348 |
| 830 | 0 |
_aSpringer Series in Operations Research and Financial Engineering, _x1431-8598 |
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| 856 | 4 | 0 |
_uhttp://dx.doi.org/10.1007/978-0-387-87835-5 _zVer el texto completo en las instalaciones del CICY |
| 912 | _aZDB-2-SMA | ||
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_2ddc _cER |
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_c59348 _d59348 |
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