Stopped Random Walks Limit Theorems and Applications
My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
1988, 1988
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| Edition: | 1st ed. 1988 |
| Series: | Applied Probability
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I Limit Theorems for Stopped Random Walks
- II Renewal Processes and Random Walks
- III Renewal Theory for Random Walks with Positive Drift
- IV Generalizations and Extensions
- V Functional Limit Theorems
- Appendix A. Some Facts from Probability Theory
- 1 Convergence of Moments. Uniform Integrability
- 2 Moment Inequalities for Martingales
- 3 Convergence of Probability Measures
- 4 Strong Invariance Principles
- 5 Problems
- Appendix B. Some Facts about Regularly Varying Functions
- 1 Introduction and Definitions
- 2 Some Results