Summation of a Random Number of Summands and Branching Stochastic Processes PDF Download
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Author: Ibrahim Rahimov
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Ibrahim Rahimov
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: Ibrahim Rahimov
Publisher: Springer Science & Business Media
ISBN: 1461242169
Category : Mathematics
Languages : en
Pages : 207
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Book Description
The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes. The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes. In particular, processes with reproduction-dependent and non-stationary immigration may be analysed quite simply from this perspective. On the other hand some new characterizations of the branching process without immigration dealing with its genealogical tree can be studied. Readers are assumed to have a firm grounding in probability and stochastic processes, but otherwise this account is self-contained. As a result, researchers and graduate students tackling problems in this area will find this makes a useful contribution to their work.
Author: Boris V. Gnedenko
Publisher: CRC Press
ISBN: 100010267X
Category : Mathematics
Languages : en
Pages : 280
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Book Description
This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to 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 and for finding new approaches to the construction of mathematical models.
Author: Sidney I. Resnick
Publisher: Springer Science & Business Media
ISBN: 1461203872
Category : Mathematics
Languages : en
Pages : 640
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Book Description
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.
Author: Valentin Fedorovich Kolchin
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 232
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Book Description
Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
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Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author: Valentin Fedorovič Kolčin
Publisher: VSP
ISBN: 9789067641586
Category : Science
Languages : en
Pages : 484
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Book Description
Author: Eugene Lukacs
Publisher: Academic Press
ISBN: 1483218589
Category : Mathematics
Languages : en
Pages : 215
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Book Description
Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chapters and starts with an introduction to the basic concepts of stochastic convergence. The succeeding chapters deal with infinite sequences of random variables and their convergences, as well as the consideration of certain sets of random variables as a space. These topics are followed by discussions of the infinite series of random variables, specifically the lemmas of Borel-Cantelli and the zero-one laws. Other chapters evaluate the power series whose coefficients are random variables, the stochastic integrals and derivatives, and the characteristics of the normal distribution of infinite sums of random variables. The last chapter discusses the characterization of the Wiener process and of stable processes. This book will prove useful to mathematicians and advance mathematics students.
Author: Marjorie G. Hahn
Publisher: Springer Science & Business Media
ISBN:
Category : Mathematics
Languages : en
Pages : 440
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Book Description
The past decade has seen a resurgence of interest in the study of the asymp totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the classical theory if an "intermediate" portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified (''trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors.
Author: Jim Pitman
Publisher: Springer Science & Business Media
ISBN: 354030990X
Category : Mathematics
Languages : en
Pages : 257
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Book Description
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
