Random Summation: Limit Theorems and Applications

ISBN-13: 9780367448622 / Angielski / Miękka / 2020 / 288 str.

Boris V. Gnedenko; Victor Yu Korolev

Opis

This book focuses on the foundations of the theory of random summation with a description of widespread possibilities of its application to solving important practical problems. It describes the influence of the randomness of the number of summands on the limit behavior of sums of random variables.

Spis treści

Examples. Doubling with Repair. Limit Theorems for "Growing" Random Sums. Limit Theorems for Random Sums in the Double Array Scheme. Mathematical Theory of Reliability Growth. A Bayesian Approach. Appendix 1: Information Properties of Probability Distributions. Appendix 2: Asymptotic Behavior of Generalized Doubly Stochastic Poisson Processes. Bibliographical Commentary. Index. References.

NTI/Sales Copy

O autorze

Gnedenko, Boris V. | Korolev, Victor Yu.