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Compound Renewal Processes(Encyclopedia of Mathematics and its Applications 184) hardcover 379 p. 22

Alimov, Alexey 　翻訳

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発行年月	2022年06月
出版社／提供元	Cambridge University Press
出版国	アメリカ合衆国
言語	英語
媒体	冊子
装丁	hardcover
ページ数／巻数	379 p.
ジャンル	洋書
ISBN	9781009098441
商品コード	1034068828
本の性格	学術書
新刊案内掲載月	2022年04月
商品URL	https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1034068828

著者紹介

Alimov, Alexey（翻訳）：Steklov Institute of Mathematics, Moscow

内容

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.

Introduction; 1. Main limit laws in the normal deviation zone; 2. Integro-local limit theorems in the normal deviation zone; 3. Large deviation principles for compound renewal processes; 4. Large deviation principles for trajectories of compound renewal processes; 5. Integro-local limit theorems under the Cramér moment condition; 6. Exact asymptotics in boundary crossing problems for compound renewal processes; 7. Extension of the invariance principle to the zones of moderately large and small deviations; A. On boundary crossing problems for compound renewal processes when the Cramér condition is not fulfilled; Basic notation; References; Index.

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