|
|
|
|
| LEADER |
03273nam a22004095i 4500 |
| 001 |
4784 |
| 003 |
DE-He213 |
| 005 |
20130725191523.0 |
| 007 |
cr nn 008mamaa |
| 008 |
100301s2009 xxu| s |||| 0|eng d |
| 020 |
# |
# |
|a 9780387878355
|9 978-0-387-87835-5
|
| 024 |
7 |
# |
|a 10.1007/978-0-387-87835-5
|2 doi
|
| 100 |
1 |
# |
|a Gut, Allan.
|e author.
|
| 245 |
1 |
0 |
|a Stopped Random Walks
|b Limit Theorems and Applications /
|c by Allan Gut.
|h [electronic resource] :
|
| 264 |
# |
1 |
|a New York, NY :
|b Springer New York,
|c 2009.
|
| 300 |
# |
# |
|a XIV, 263p.
|b online resource.
|
| 336 |
# |
# |
|a text
|b txt
|2 rdacontent
|
| 337 |
# |
# |
|a computer
|b c
|2 rdamedia
|
| 338 |
# |
# |
|a online resource
|b cr
|2 rdacarrier
|
| 347 |
# |
# |
|a text file
|b PDF
|2 rda
|
| 490 |
1 |
# |
|a Springer Series in Operations Research and Financial Engineering,
|x 1431-8598
|
| 505 |
0 |
# |
|a Preface -- Notations and Symbols -- Introduction -- 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 -- Appendix A: Some Facts from Probability Theory -- Appendix B: Some Facts about Regularly Varying Functions -- Bibliography -- Index.
|
| 520 |
# |
# |
|a 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
|
| 650 |
# |
0 |
|a Mathematics.
|
| 650 |
# |
0 |
|a Operations research.
|
| 650 |
# |
0 |
|a Distribution (Probability theory).
|
| 650 |
1 |
4 |
|a Mathematics.
|
| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
|
| 650 |
2 |
4 |
|a Operations Research, Mathematical Programming.
|
| 710 |
2 |
# |
|a SpringerLink (Online service)
|
| 773 |
0 |
# |
|t Springer eBooks
|
| 776 |
0 |
8 |
|i Printed edition:
|z 9780387878348
|
| 830 |
# |
0 |
|a Springer Series in Operations Research and Financial Engineering,
|x 1431-8598
|
| 856 |
4 |
0 |
|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-87835-5
|
| 912 |
# |
# |
|a ZDB-2-SMA
|
| 950 |
# |
# |
|a Mathematics and Statistics (Springer-11649)
|