Boundary functionals for Levy processes and their applications
Language: English
Published by LAP LAMBERT Academic Publishing Nov 2014, 2014
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
£ 52.08
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Add to basketItem description from seller
This item is printed on demand - Print on Demand Titel. Neuware -The aim of this book is to summarize the obtained results of investigation of the boundary problems tied with distributions of boundary functionals for random processes and random walks with independent increments considered in the fluctuation theory and to draw attention to their connection with the risk theory. In the book special attention is paid to Levy processes with hyperexponentially distributed jumps. For them the unified prelimit and limit Pollaczeck-Khinchine formulas are established. They are used in the investigation of distributions of boundary functionals defining different characteristics of the risk and queueing processes. This monograph will be useful to the researchers working with probability theory and stochastic processes, in particular for those who deal with boundary problems for Levy processes and with their applications in risk theory, renewal theory, reliability theory, queueing theory, financial and actuarial mathematics, and in other applied areas. This book can be recommended to scientists, engineers, students, and post-graduate students of economical and mathematical specialities.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 436 pp. Englisch. …
Seller Inventory # 9783659625404
- Title
- Boundary functionals for Levy processes and their applications
- Author
- Dmytro Gusak
- Publisher
- LAP LAMBERT Academic Publishing Nov 2014
- Publication year
- 2014
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 365962540X
- ISBN 13
- 9783659625404
- Item weight
- 667 grams
- Dimensions
- 220x150x27 mm
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About the Author
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buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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