Random Summation: Limit Theorems and Applications - Rilegato

Gnedenko, Boris V.; Korolev, Victor Yu.

 
9780849328756: Random Summation: Limit Theorems and Applications
Rilegato
ISBN 10: 0849328756 ISBN 13: 9780849328756
Casa editrice: CRC Press, 1996

Sinossi

This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to specialists and students in probability theory, mathematical statistics, and stochastic processes, as well as to financial mathematicians, actuaries, and to engineers desiring to improve probability models for solving practical problems and for finding new approaches to the construction of mathematical models.

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Informazioni sull?autore

Gnedenko\, Boris V.; Korolev\, Victor Yu.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
CRC Press
Data di pubblicazione
1996
Lingua
Inglese
ISBN 10 
0849328756
ISBN 13 
9780849328756
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
288
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9780367448622: Random Summation: Limit Theorems and Applications

Edizione in evidenza

ISBN 10:  0367448629 ISBN 13:  9780367448622
Casa editrice: CRC Press, 2020
Brossura