Renewal Theory for Perturbed Random Walks and Similar Processes

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Renewal Theory for Perturbed Random Walks and Similar Processes by Alexander Iksanov, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Alexander Iksanov ISBN: 9783319491134
Publisher: Springer International Publishing Publication: December 9, 2016
Imprint: Birkhäuser Language: English
Author: Alexander Iksanov
ISBN: 9783319491134
Publisher: Springer International Publishing
Publication: December 9, 2016
Imprint: Birkhäuser
Language: English

This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade.

The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters.

With many motivating examples, this book appeals to both theoretical and applied probabilists.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade.

The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters.

With many motivating examples, this book appeals to both theoretical and applied probabilists.

More books from Springer International Publishing

Cover of the book Autonomous Agents and Multiagent Systems by Alexander Iksanov
Cover of the book Computer Games by Alexander Iksanov
Cover of the book Energy Efficient Embedded Video Processing Systems by Alexander Iksanov
Cover of the book China's Governance by Alexander Iksanov
Cover of the book The Aesthetics and Politics of Global Hunger by Alexander Iksanov
Cover of the book Green Technologies and Environmental Sustainability by Alexander Iksanov
Cover of the book Iconicity and Abduction by Alexander Iksanov
Cover of the book Modern Algorithms of Cluster Analysis by Alexander Iksanov
Cover of the book Personal and Organizational Excellence through Servant Leadership by Alexander Iksanov
Cover of the book The Combinatory Systems Theory by Alexander Iksanov
Cover of the book Advances in Pulmonary Medicine: Research and Innovations by Alexander Iksanov
Cover of the book Nuclear-Pumped Lasers by Alexander Iksanov
Cover of the book Drug and Gene Delivery to the Central Nervous System for Neuroprotection by Alexander Iksanov
Cover of the book Counterterrorism and Cybersecurity by Alexander Iksanov
Cover of the book Collaboration Technologies and Social Computing by Alexander Iksanov
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy