Random Summation: Limit Theorems and Applications

ISBN-13: 9780849328756 / Angielski / Twarda / 1996 / 288 str.

Boris V. Gnedenko;Gnedenko; Gnedenko V. Gnedenko

Opis

Presents an introduction to the asymptotic theory of random summation. This book is suitable for 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.

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.