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Stopped Random Walks: Limit Theorems and Applications

Allan Gut
Publisher: 
Springer
Publication Date: 
2009
Number of Pages: 
263
Format: 
Hardcover
Edition: 
2
Series: 
Springer Series in Operations Research and Financial Engineering
Price: 
49.95
ISBN: 
9780387878348
Category: 
Monograph
We do not plan to review this book.

 

Preface.- Notations and Symbols.- Introduction.- 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.- Appendix A: Some Facts from Probability Theory.- Appendix B: Some Facts about Regularly Varying Functions.- Bibliography.- Index.

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