Compound Renewal Processes by A A Borovkov
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 for CRPs, functional limit theorems, integro-local limit theorems, large and moderately large deviation principles for CRPs in the state space and in the space of trajectories, including large deviation principles in boundary crossing problems for CRPs, with an explicit form of the rate functionals, and an extension of the invariance principle for CRPs to the domain of moderately large and small deviations. Applications establish the key limit laws for Markov additive processes, including limit theorems in the domains of normal and large deviations.-
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The Banach-Tarski Paradox
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Special Functions
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Equivalents of the Riemann Hypothesis: Volume 1, Arithmetic Equivalents
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Non-Associative Normed Algebras
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Finite Precision Number Systems and Arithmetic
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The Classical Fields
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Polynomials with Special Regard to Reducibility
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Boolean Functions
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Categorical Foundations
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Introduction to the Network Approximation Method for Materials Modeling
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Proof Complexity
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Asymptotic Analysis of Random Walks
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Contact Geometry and Nonlinear Differential Equations
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Lie's Structural Approach to PDE Systems
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Combinatorics, Automata and Number Theory
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Variational Methods for Nonlocal Fractional Problems
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Ergodic Control of Diffusion Processes
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Algorithmic Aspects of Graph Connectivity
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Topics in Algorithmic Graph Theory
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Exact and Approximate Controllability for Distributed Parameter Systems
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Mathematics of the Bond Market
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Orthogonal Polynomials in the Spectral Analysis of Markov Processes
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Real Analysis through Modern Infinitesimals
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Introduction to Radon Transforms
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Lattice Sums Then and Now
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An Algebraic Introduction to K-Theory
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Ultrametric Pseudodifferential Equations and Applications
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General Orthogonal Polynomials
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The Theory of Information and Coding
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Convex Polytopes and Polyhedra
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Stopping Times and Directed Processes
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Nonnegative Matrices and Applications
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Random Graphs
A. A. Borovkov has authored and co-authored about 300 peer-reviewed research papers, seven influential research monographs, and two university textbooks. He received the 1979 USSR State Prize, the Russian Academy of Sciences A. A. Markov Prize (2003), and the A. N. Kolmogorov Prize (2015) for his research in the area of probability theory.
| SKU | Unavailable |
| ISBN 13 | 9781009098441 |
| ISBN 10 | 1009098446 |
| Title | Compound Renewal Processes |
| Author | A A Borovkov |
| Series | Encyclopedia Of Mathematics And Its Applications |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 2022-06-30 |
| Number of pages | 379 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |