Renewal Theory for Perturbed Random Walks and Similar 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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Birkhäuser,
2016.
|
| Series: | Probability and Its Applications,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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.
