[PDF] Pseudo Regularly Varying Functions And Generalized Renewal Processes eBook

Author : Valeriĭ V. Buldygin
Publisher : Springer
Page : 496 pages
File Size : 24,58 MB
Release : 2018-10-12
Category : Mathematics
ISBN : 3319995375

GET BOOK

One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.

Author : Victor A. Sadovnichiy
Publisher : Springer
Page : 557 pages
File Size : 13,23 MB
Release : 2018-11-29
Category : Technology & Engineering
ISBN : 331996755X

GET BOOK

In this book international expert authors provide solutions for modern fundamental problems including the complexity of computing of critical points for set-valued mappings, the behaviour of solutions of ordinary differential equations, partial differential equations and difference equations, or the development of an abstract theory of global attractors for multi-valued impulsive dynamical systems. These abstract mathematical approaches are applied to problem-solving in solid mechanics, hydro- and aerodynamics, optimization, decision making theory and control theory. This volume is therefore relevant to mathematicians as well as engineers working at the interface of these fields.

Author : Remigijus Leipus
Publisher : Springer Nature
Page : 99 pages
File Size : 50,92 MB
Release : 2023-10-16
Category : Mathematics
ISBN : 3031345533

GET BOOK

This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.

Author : Walter R. Mebane
Publisher : University of Michigan Press
Page : 232 pages
File Size : 24,92 MB
Release : 1999
Category : Political Science
ISBN : 9780472110742

GET BOOK

Discusses some of the latest developments in political methodology

Author : Kosto V. Mitov
Publisher : Springer
Page : 0 pages
File Size : 29,25 MB
Release : 2014-05-06
Category : Mathematics
ISBN : 9783319058542

GET BOOK

This monograph serves as an introductory text to classical renewal theory and some of its applications for graduate students and researchers in mathematics and probability theory. Renewal processes play an important part in modeling many phenomena in insurance, finance, queuing systems, inventory control and other areas. In this book, an overview of univariate renewal theory is given and renewal processes in the non-lattice and lattice case are discussed. A pre-requisite is a basic knowledge of probability theory.

Author : Rabi N. Bhattacharya
Publisher : SIAM
Page : 726 pages
File Size : 10,81 MB
Release : 2009-08-27
Category : Mathematics
ISBN : 0898716896

GET BOOK

This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.

Author : Georg Lindgren
Publisher : CRC Press
Page : 378 pages
File Size : 49,4 MB
Release : 2012-10-01
Category : Mathematics
ISBN : 1466557796

GET BOOK

Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.