Compound Renewal Processes
portes grátis
Compound Renewal Processes
Alimov, Alexey; Borovkov, A. A.
Cambridge University Press
06/2022
379
Dura
Inglês
9781009098441
15 a 20 dias
700
Descrição não disponível.
Introduction; 1. Main limit laws in the normal deviation zone; 2. Integro-local limit theorems in the normal deviation zone; 3. Large deviation principles for compound renewal processes; 4. Large deviation principles for trajectories of compound renewal processes; 5. Integro-local limit theorems under the Cramer moment condition; 6. Exact asymptotics in boundary crossing problems for compound renewal processes; 7. Extension of the invariance principle to the zones of moderately large and small deviations; A. On boundary crossing problems for compound renewal processes when the Cramer condition is not fulfilled; Basic notation; References; Index.
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Introduction; 1. Main limit laws in the normal deviation zone; 2. Integro-local limit theorems in the normal deviation zone; 3. Large deviation principles for compound renewal processes; 4. Large deviation principles for trajectories of compound renewal processes; 5. Integro-local limit theorems under the Cramer moment condition; 6. Exact asymptotics in boundary crossing problems for compound renewal processes; 7. Extension of the invariance principle to the zones of moderately large and small deviations; A. On boundary crossing problems for compound renewal processes when the Cramer condition is not fulfilled; Basic notation; References; Index.
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