Dmytro Gusak

(Author)

Boundary functionals for Levy processes and their applicationsPaperback, 19 November 2014

Boundary functionals for Levy processes and their applications
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Print Length
436 pages
Language
English
Publisher
LAP Lambert Academic Publishing
Date Published
19 Nov 2014
ISBN-10
365962540X
ISBN-13
9783659625404

Description

The aim of this book is to summarize the obtained results of investigation of the boundary problems tied with distributions of boundary functionals for random processes and random walks with independent increments considered in the fluctuation theory and to draw attention to their connection with the risk theory. In the book special attention is paid to Levy processes with hyperexponentially distributed jumps. For them the unified prelimit and limit Pollaczeck-Khinchine formulas are established. They are used in the investigation of distributions of boundary functionals defining different characteristics of the risk and queueing processes. This monograph will be useful to the researchers working with probability theory and stochastic processes, in particular for those who deal with boundary problems for Levy processes and with their applications in risk theory, renewal theory, reliability theory, queueing theory, financial and actuarial mathematics, and in other applied areas. This book can be recommended to scientists, engineers, students, and post-graduate students of economical and mathematical specialities.

Product Details

Author:
Dmytro Gusak
Book Format:
Paperback
Country of Origin:
US
Date Published:
19 November 2014
Dimensions:
22.86 x 15.24 x 2.46 cm
ISBN-10:
365962540X
ISBN-13:
9783659625404
Language:
English
Pages:
436
Weight:
635.03 gm

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