Название: Compound Renewal Processes Автор: A. A. Borovkov Издательство: Cambridge University Press Год: 2022 Страниц: 381 Размер: 10,61 МБ Формат: PDF Язык: English
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for researchers and graduate students, presents the general asymptotic theory and generalizes many well-known results concerning random walks. The book contains the key limit theorems for CRPs, functional limit theorems, integro-local limit theorems, large and moderately large deviation principles for CRPs in the state space and in the space of trajectories, including large deviation principles in boundary crossing problems for CRPs, with an explicit form of the rate functionals, and an extension of the invariance principle for CRPs to the domain of moderately large and small deviations. Applications establish the key limit laws for Markov additive processes, including limit theorems in the domains of normal and large deviations.
Theory of Statistical Inference Название: Theory of Statistical Inference Автор: Anthony Almudevar Издательство: CRC Press Год: 2022 Формат: PDF Страниц: 470 Размер: 11,4 Mb Язык:...
Martingale Methods in Statistics Название: Martingale Methods in Statistics Автор: Yoichi Nishiyama Издательство: CRC Press Год: 2022 Страниц: 260 Язык: английский Формат: pdf (true)...
Random Matrices and Non-Commutative Probability Название: Random Matrices and Non-Commutative Probability Автор: Arup Bose Издательство: Chapman and Hall/CRC Press Год: 2022 Страниц: 287 Язык:...
Introduction to Probability Название: Introduction to Probability Автор: David F. Anderson, Timo Seppalainen Издательство: Cambridge University Press Серия: Cambridge...
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Compound Renewal Processes 
