Stopped random walks : limit theorems and applications

Title
  1. Stopped random walks : limit theorems and applications / by Allan Gut.
Published by
  1. New York : Springer, ©2009.
Author
  1. Gut, Allan, 1944-

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Details

Description
  1. xi, 263 p.; 24 cm.
Series statement
  1. Springer series in operations research and financial engineering
Uniform title
  1. Springer series in operations research.
Subject
  1. Random walks (Mathematics)
  2. Renewal theory
  3. Grenzwertsatz
  4. Irrfahrtsproblem
  5. Stochastischer Prozess
Contents
  1. Limit theorems for stopped random walks -- Renewal processes and random walks -- Renewal theory for random walks with positive drift -- Generalizations and extensions -- Functional limit theorems -- Perturbed random walks -- App. A Some Facts from Probability Theory -- App. B Some Facts about Regularly Varying Functions.
Owning institution
  1. Princeton University Library
Note
  1. Earlier edition published 1988.
Bibliography (note)
  1. Includes bibliographical references and index.