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
100 1 _aGut, Allan.
_eauthor.
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.
300 _aXIV, 263p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
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
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
942 _2ddc
_cER
999 _c59348
_d59348