Compound renewal processes
Auteur :
Borovkov, A. A.
Éditeur :
Cambridge University Press
ISBN :
9781009098441
Date de publication :
30 juin 2022
Dimensions :
27,5 x 23,8 x 2,9 cm
Poids :
1250 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.