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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 withand 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.
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 withand 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.
Provides a thorough discussion of the state-of-the art in the area with a special emphasis on the methods employed
Gives results in a final form and poses a number of open questions at the same time
Discusses numerous examples and applications
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
xiv
250 S. |
| ISBN-13: | 9783319840857 |
| ISBN-10: | 3319840851 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Iksanov, Alexander |
| Auflage: | Softcover reprint of the original 1st edition 2016 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG |
| Verantwortliche Person für die EU: | Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 15 mm |
| Von/Mit: | Alexander Iksanov |
| Erscheinungsdatum: | 30.04.2018 |
| Gewicht: | 0,406 kg |
Provides a thorough discussion of the state-of-the art in the area with a special emphasis on the methods employed
Gives results in a final form and poses a number of open questions at the same time
Discusses numerous examples and applications
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
xiv
250 S. |
| ISBN-13: | 9783319840857 |
| ISBN-10: | 3319840851 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Iksanov, Alexander |
| Auflage: | Softcover reprint of the original 1st edition 2016 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG |
| Verantwortliche Person für die EU: | Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 15 mm |
| Von/Mit: | Alexander Iksanov |
| Erscheinungsdatum: | 30.04.2018 |
| Gewicht: | 0,406 kg |
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