Stopped Random Walks
Limit Theorems and Applications
Gut, Allan.
creator
author.
aut
http://id.loc.gov/vocabulary/relators/aut
SpringerLink (Online service)
text
xxu
2009
monographic
eng
access
XIV, 263 p. online resource.
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.
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.
by Allan Gut.
Distribution (Probability theory
Probability Theory and Stochastic Processes
Operations Research, Management Science
QA273.A1-274.9
QA274-274.9
519.2
Springer eBooks
Springer Series in Operations Research and Financial Engineering
9780387878355
https://doi.org/10.1007/978-0-387-87835-5
https://doi.org/10.1007/978-0-387-87835-5
ISI Library, Kolkata
100301
20181204133144.0
978-0-387-87835-5