Stopped Random Walks: Limit Theorems and Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1988
|
| Schriftenreihe: | Applied Probability, A Series of the Applied Probability Trust
5 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words |
| Beschreibung: | 1 Online-Ressource (IX, 199 p) |
| ISBN: | 9781475719925 9781475719949 |
| ISSN: | 0937-3195 |
| DOI: | 10.1007/978-1-4757-1992-5 |
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Datensatz im Suchindex
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4757-1992-5 |
| format | Electronic eBook |
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| isbn | 9781475719925 9781475719949 |
| issn | 0937-3195 |
| language | English |
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| spelling | Gut, Allan Verfasser aut Stopped Random Walks Limit Theorems and Applications by Allan Gut New York, NY Springer New York 1988 1 Online-Ressource (IX, 199 p) txt rdacontent c rdamedia cr rdacarrier Applied Probability, A Series of the Applied Probability Trust 5 0937-3195 My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz (DE-588)4158163-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 s Grenzwertsatz (DE-588)4158163-5 s 1\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 2\p DE-604 https://doi.org/10.1007/978-1-4757-1992-5 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Gut, Allan Stopped Random Walks Limit Theorems and Applications Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz (DE-588)4158163-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| subject_GND | (DE-588)4158163-5 (DE-588)4057630-9 (DE-588)4162442-7 |
| title | Stopped Random Walks Limit Theorems and Applications |
| title_auth | Stopped Random Walks Limit Theorems and Applications |
| title_exact_search | Stopped Random Walks Limit Theorems and Applications |
| title_full | Stopped Random Walks Limit Theorems and Applications by Allan Gut |
| title_fullStr | Stopped Random Walks Limit Theorems and Applications by Allan Gut |
| title_full_unstemmed | Stopped Random Walks Limit Theorems and Applications by Allan Gut |
| title_short | Stopped Random Walks |
| title_sort | stopped random walks limit theorems and applications |
| title_sub | Limit Theorems and Applications |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz (DE-588)4158163-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz Stochastischer Prozess Irrfahrtsproblem |
| url | https://doi.org/10.1007/978-1-4757-1992-5 |
| work_keys_str_mv | AT gutallan stoppedrandomwalkslimittheoremsandapplications |