03356nam a22004575i 4500001001800000003000900018005001700027007001500044008004100059020001800100024003500118040002500153050001900178050001600197072001600213072002300229072001500252072001600267082001400283100007300297245010000370264004600470300003400516336002600550337002600576338003600602347002400638490008100662505022700743520136500970650003802335650012002373650011602493710003402609773002002643776003602663776003602699776003602735830008102771856004602852978-0-387-87835-5DE-He21320181204133144.0cr nn 008mamaa100301s2009 xxu| s |||| 0|eng d a97803878783557 a10.1007/978-0-387-87835-52doi aISI Library, Kolkata 4aQA273.A1-274.9 4aQA274-274.9 7aPBT2bicssc 7aMAT0290002bisacsh 7aPBT2thema 7aPBWL2thema04a519.22231 aGut, Allan.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut10aStopped Random Walksh[electronic resource] :bLimit Theorems and Applications /cby Allan Gut. 1aNew York, NY :bSpringer New York,c2009. aXIV, 263 p.bonline resource. atextbtxt2rdacontent acomputerbc2rdamedia aonline resourcebcr2rdacarrier atext filebPDF2rda1 aSpringer Series in Operations Research and Financial Engineering,x1431-85980 aLimit 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. aClassical 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. 0aDistribution (Probability theory.14aProbability Theory and Stochastic Processes.0http://scigraph.springernature.com/things/product-market-codes/M2700424aOperations Research, Management Science.0http://scigraph.springernature.com/things/product-market-codes/M260242 aSpringerLink (Online service)0 tSpringer eBooks08iPrinted edition:z978038787946808iPrinted edition:z978144192773608iPrinted edition:z9780387878348 0aSpringer Series in Operations Research and Financial Engineering,x1431-859840uhttps://doi.org/10.1007/978-0-387-87835-5