株式会社極東書店トップ ＞ 商品一覧 ＞ Stopped Random Walks : Limit Theorems and Applications. Softcover reprint of hardcover 2nd ed. 2009.
商品詳細
Stopped Random Walks : Limit Theorems and Applications. Softcover reprint of hardcover 2nd ed. 2009.
・ISBN 978-1-4419-2773-6 paper EUR 49.99
￥13,361.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Gut, Allan, |
|---|---|
| シリーズ | Springer Series in Operations Research and Financial Engineering |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2010 |
| ページ数 | 263 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-23744＞ |
解説
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, queueing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of counters. 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-dimensional random walks, and to how these results are useful in various applications.
This second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter examines nonlinear renewal processes in order to present the analagous theory for perturbed random walks, modeled as a random walk plus "noise".