rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Renewal Theory for Perturbed Random Walks and Similar Processes
  name:
    name part: Iksanov, Alexander.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2016
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XIV, 250 p. online resource.
  abstract: 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 chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters. With many motivating examples, this book appeals to both theoretical and applied probabilists.
  table of contents: Preface -- Perturbed random walks -- Affine recurrences -- Random processes with immigration -- Application to branching random walk -- Application to the Bernoulli sieve -- Appendix -- Bibliography.
  note: by Alexander Iksanov.
  subject:
    topic: Mathematics
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Probability and Its Applications
  identifier: 9783319491134
  identifier: http://dx.doi.org/10.1007/978-3-319-49113-4
  record info:
    record creation date: 161210
    record change date: 20161210112538.0
    record identifier: 978-3-319-49113-4