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＜電子ブック＞
Stopped Random Walks : Limit Theorems and Applications / by Allan Gut
(Springer Series in Operations Research and Financial Engineering. ISSN:21971773)

版	2nd ed. 2009.
出版者	(New York, NY : Springer New York : Imprint: Springer)
出版年	2009
本文言語	英語
大きさ	XIV, 263 p : online resource
著者標目	*Gut, Allan author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Operations research LCSH:Management science FREE:Probability Theory FREE:Operations Research, Management Science
一般注記	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 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 to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimensional random walks, as well as how these results may be used in a variety of applications. The present second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter introduces nonlinear renewal processes and the theory of perturbed random walks, which are modeled as random walks plus "noise". This self-contained research monograph is motivated by numerous examples and problems. With its concise blend of material and over 300 bibliographic references, the book provides a unified and fairly complete treatment of the area. The book may be used in the classroom as part of a course on "probability theory", "random walks" or "random walks and renewal processes", as well as for self-study. From the reviews: "The book provides a nice synthesis of a lot of useful material." --American Mathematical Society "...[a] clearly written book, useful for researcher and student." --Zentralblatt MATH HTTP:URL=https://doi.org/10.1007/978-0-387-87835-5

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