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Choquet-Deny Type Functional Equations With Applications to Stochastic Models: Equations With Applications to Probability and Statistics - Rilegato
Sinossi
The ICFE was originally introduced to characterize a probability distribution by some invariant property under a stochastic change (damage) to the original random variable, and it is a generalization of a certain version of the Choquet-Deny convolution equation which occurs in potential theory. The solution of the ICFE is obtained using certain properties of exchangeable random elements or martingales, amongst other things.
The solutions to these functional equations provide a unified and elegant approach to characterizations of the exponential, geometric, Pareto, Weibull, stable, Poisson and other distributions under a variety of stochastic properties of the random variable. The ICFE also plays an important role in renewal processes, potential theory and other applications of stochastic processes.
Several illustrative examples are given to show the wide applicability of the ICFE. Besides the general theory associated with the ICFE and related equations, the book introduces new probability tools and techniques which should be of interest to research workers in probability and statistics, as well as those working in other areas such as biology, medicine and engineering.
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Choquet-Deny Type Functional Equations with Applications to Stochastic Models
Da: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
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Condizione: Good. 336 pp., Hardcover, fine in a lightly worn and faded dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1312840
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Choquet-Deny Type Functional Equations with Applications to Stochastic Models (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
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Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-J-031-01694
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