Renewal Theory for Perturbed Random Walks and Similar Processes

• Κύριος συγγραφέας: Iksanov, Alexander (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2016.
• Σειρά: Probability and Its Applications,
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

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 insur...

Πίνακας περιεχομένων:

• Preface
• Perturbed random walks
• Affine recurrences
• Random processes with immigration
• Application to branching random walk
• Application to the Bernoulli sieve
• Appendix
• Bibliography.