Compound Renewal Processes: 184 (Encyclopedia of Mathematics and its Applications, Series Number 184) - Hardcover
Book 186 of 188: Encyclopedia of Mathematics and its Applications
Synopsis
The first unified presentation of the general asymptotic theory of compound renewal processes, with classical and functional limit theorems.
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About the Author
A. A. Borovkov has authored and co-authored about 300 peer-reviewed research papers, seven influential research monographs, and two university textbooks. He received the 1979 USSR State Prize, the Russian Academy of Sciences A. A. Markov Prize (2003), and the A. N. Kolmogorov Prize (2015) for his research in the area of probability theory.
"About this title" may belong to another edition of this title.
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Compound Renewal Processes (Encyclopedia of Mathematics and its Applications, Series Number 184)
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Compound Renewal Processes (Encyclopedia of Mathematics and its Applications, Series Number 184)
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Compound Renewal Processes (Encyclopedia of Mathematics and its Applications, Series Number 184)
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Compound Renewal Processes: 184 (Encyclopedia of Mathematics and its Applications, Series Number 184)
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Compound Renewal Processes (Hardcover)
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Hardcover. Condition: new. Hardcover. Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for researchers and graduate students, presents the general asymptotic theory and generalizes many well-known results concerning random walks. The book contains the key limit theorems for CRPs, functional limit theorems, integro-local limit theorems, large and moderately large deviation principles for CRPs in the state space and in the space of trajectories, including large deviation principles in boundary crossing problems for CRPs, with an explicit form of the rate functionals, and an extension of the invariance principle for CRPs to the domain of moderately large and small deviations. Applications establish the key limit laws for Markov additive processes, including limit theorems in the domains of normal and large deviations. This monograph gives the first unified presentation of the asymptotic theory of compound renewal processes and generalizes many well-known limit theorems concerning random walks. It is written for researchers and graduate students in probability and for those who work with applications of this ubiquitous class of mathematical models. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9781009098441
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Compound Renewal Processes
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This monograph gives the first unified presentation of the asymptotic theory of compound renewal processes and generalizes many well-known limit theorems concerning random walks. It is written for researchers and graduate students in probability and for tho. Seller Inventory # 567663561
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Compound Renewal Processes: 184 (Encyclopedia of Mathematics and its Applications, Series Number 184)
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Compound Renewal Processes
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