Pseudo-Regularly Varying Functions and Generalized Renewal Processes
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Pseudo-Regularly Varying Functions and Generalized Renewal Processes
Steinebach, Josef G.; Buldygin, Valerii V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.
Springer International Publishing AG
10/2018
482
Dura
Inglês
9783319995366
15 a 20 dias
916
Descrição não disponível.
Preface.- Equivalence of limit theorems for sums of random variables and renewal processes.- Almost sure convergence of renewal processes.- Generalizations of regularly varying functions.- Properties of absolutely continuous functions.- Non-degenerate groups of regular points.- Karamata's theorem for integrals.- Asymptotically quasi-inverse functions.- Generalized renewal processes.- Asymptotic behavior of solutions of stochastic differential equations.- Asymptotics for renewal processes constructed from multi-indexed random walks.- Spitzer series and regularly varying functions. - Appendix: Some Auxiliary Results.- References.- Index.
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60K05, 60F15, 26A12, 60H10, 60F10, 60E07;generalized renewal processes;pseudo-regular variation;first and last exit time;Sojourn time;asymptotic behavior;pseudo-regularly varying functions;ordinary differential equations
Preface.- Equivalence of limit theorems for sums of random variables and renewal processes.- Almost sure convergence of renewal processes.- Generalizations of regularly varying functions.- Properties of absolutely continuous functions.- Non-degenerate groups of regular points.- Karamata's theorem for integrals.- Asymptotically quasi-inverse functions.- Generalized renewal processes.- Asymptotic behavior of solutions of stochastic differential equations.- Asymptotics for renewal processes constructed from multi-indexed random walks.- Spitzer series and regularly varying functions. - Appendix: Some Auxiliary Results.- References.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
