Title: Limit Theorems for Randomly Stopped Stochastic Processes (Probability and Its Applications)
Publisher: Springer
Publication Date: 2012
Language: English
ISBN 10: 144711051X
ISBN 13: 9781447110514
Binding: Soft cover
Condition: New

About this title

Synopsis

Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes. This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions and theorems as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided. The coverage is thorough, streamlined and arranged according to difficulty so that the book can be used as an upper-level text. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.

About the Author

Dmitrii Sergeevich is Professor in the Department of Mathematics and Physics at Malardalen University, Sweden.

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