Stopped Random Walks Limit Theorems and Applications
Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a random number of steps. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used...
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York
2009.
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| Colección: | Springer Series in Operations Research and Financial Engineering.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32739655*spi |
Tabla de Contenidos:
- 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.
