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Stopped Random Walks: Limit Theorems and Applications

Edition: 
2
Publisher: 
Springer
Number of Pages: 
263
Price: 
49.95
ISBN: 
9780387878348
Date Received: 
Friday, March 20, 2009
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Allan Gut
Series: 
Springer Series in Operations Research and Financial Engineering
Publication Date: 
2009
Format: 
Hardcover
Category: 
Monograph

 

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.
Publish Book: 
Modify Date: 
Friday, March 20, 2009

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