Allan Gut

Stopped Random Walks

Ebook (PDF Format)

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. Examples are sequential analysis, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimenstional random walks, and to how these results are useful in various applications.This seco… Mehr

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Produktdetails

ISBN: 978-0-387-87835-5
EAN: 9780387878355
Produktnummer: 33387941
Verlag: Springer-Verlag GmbH
Sprache: Englisch
Erscheinungsjahr: 2009
Plattform: PDF
Masse: 2'164 KB

Über den Autor

Dr. Allan Gut is a professor of mathematical statistics at Uppsala University in Sweden. He has published many numerous articles, and has authored and co-authored six books, four of which were published by Springer. Three of those books, including the first edition of this book, have sold out, and Probability: A Graduate Course, published in 2005, is selling well.