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Stopped Random Walks
Allan Gut (Gebundene Ausgabe, Englisch)
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Beschreibung
My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the… years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
23.11.1987
Sprache
Englisch
EAN
9780387965901
Herausgeber
Springer US
Serien- oder Bandtitel
Applied Probability
Sonderedition
Nein
Autor
Allan Gut
Seitenanzahl
199
Auflage
1
Einbandart
Gebundene Ausgabe
Buch Untertitel
Limit Theorems and Applications
Bandzählung
5
Schlagwörter
Probability theory, renewal theory, Random variable, random walk, stochastic processes
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
-.-
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