Allan Gut

(Author)

Stopped Random Walks: Limit Theorems and ApplicationsPaperback, 15 December 2010

Stopped Random Walks: Limit Theorems and Applications
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Part of Series
Springer Operations Research and Financial Engineering
Part of Series
Springer Series in Operations Research and Financial Enginee
Print Length
263 pages
Language
English
Publisher
Springer
Date Published
15 Dec 2010
ISBN-10
1441927735
ISBN-13
9781441927736

Description

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. Examples are sequential analysis, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. 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-dimenstional random walks, and to how these results are useful in various applications.

This second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter examines nonlinear renewal processes in order to present the analagous theory for perturbed random walks, modeled as a random walk plus "noise."

Product Details

Author:
Allan Gut
Book Format:
Paperback
Country of Origin:
NL
Date Published:
15 December 2010
Dimensions:
25.25 x 17.73 x 1.93 cm
ISBN-10:
1441927735
ISBN-13:
9781441927736
Language:
English
Location:
New York, NY
Pages:
263
Publisher:
Weight:
485.34 gm

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