A Theorem On Functions Of Characteristic Functions And Its Application To Some Renewal Theoretic Random Walk Problems
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Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Volume II, Part II
Author | : Lucien M. Le Cam |
Publisher | : Univ of California Press |
Total Pages | : 500 |
Release | : 2024-04-05 |
Genre | : Mathematics |
ISBN | : 0520366700 |
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1967.
Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability
Author | : Lucien Marie Le Cam |
Publisher | : Univ of California Press |
Total Pages | : 350 |
Release | : 1967 |
Genre | : Biometry |
ISBN | : |
Proceedings of the Berkeley Symposium on Mathematical Statistics and Probability
Author | : Jerzy Neyman |
Publisher | : |
Total Pages | : 512 |
Release | : 1967 |
Genre | : Mathematical statistics |
ISBN | : |
Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability: Weather modification
Author | : Lucien Marie Le Cam |
Publisher | : Univ of California Press |
Total Pages | : 482 |
Release | : 1967 |
Genre | : Biometry |
ISBN | : |
Stopped Random Walks
Author | : Allan Gut |
Publisher | : Springer Science & Business Media |
Total Pages | : 208 |
Release | : 2013-04-17 |
Genre | : Mathematics |
ISBN | : 1475719922 |
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 some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words.
Limit Theorems for Functionals of Random Walks
Author | : A. N. Borodin |
Publisher | : American Mathematical Soc. |
Total Pages | : 276 |
Release | : 1995 |
Genre | : Mathematics |
ISBN | : 9780821804384 |
This book examines traditional problems in the theory of random walks: limit theorems for additive and multiadditive functionals defined on a random walk. Although the problems are traditional, the methods presented here are new. The book is intended for experts in probability theory and its applications, as well as for undergraduate and graduate students specializing in these areas.
Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability: pts. 1-2. Contributions to probability theory
Author | : Lucien Marie Le Cam |
Publisher | : |
Total Pages | : 512 |
Release | : 1967 |
Genre | : Mathematical statistics |
ISBN | : |