Stopped Random Walks Limit Theorems and Applications /

• Κύριος συγγραφέας: Gut, Allan (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2009.
• Σειρά: Springer Series in Operations Research and Financial Engineering,
• Θέματα: Mathematics.; Operations research.; Management science.; Probabilities.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.

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. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used...