Stopped Random Walks Limit Theorems and Applications /
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...
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer New York,
2009.
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Σειρά: | Springer Series in Operations Research and Financial Engineering,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Limit 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.