Compound Renewal Processes (English, A. A. Borovkov | Alexey Alimov)
by A. A. Borovkov | Alexey Alimov
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About the Book
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for researchers and graduate students, presents the general asymptotic theory and generalizes many well-known results concerning random walks. The book contains the key limit theorems…
ISBN: 9781009098441
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