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Conditioned Limit Theorems For Some Null Recurrent Markov Processes


Conditioned Limit Theorems For Some Null Recurrent Markov Processes
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Conditioned Limit Theorems For Some Null Recurrent Markov Processes


Conditioned Limit Theorems For Some Null Recurrent Markov Processes
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Author : Richard Durrett
language : en
Publisher:
Release Date : 1976

Conditioned Limit Theorems For Some Null Recurrent Markov Processes written by Richard Durrett and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Limit theorems (Probability theory) categories.


Let U sub k be a discrete time Markov process with state space E and let S be a proper subset of E. In several applications it is of interest to know the behavior of the system after a large number of steps given that the process has not entered S. for example if U sub k is a branching process a limit theorem of this type gives information about the size of the kth generation given that extinction has not occurred by time k.



Limit Theorems For Randomly Stopped Stochastic Processes


Limit Theorems For Randomly Stopped Stochastic Processes
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Author : Dmitrii S. Silvestrov
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Limit Theorems For Randomly Stopped Stochastic Processes written by Dmitrii S. Silvestrov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.


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 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 for use as an upper-level text if required. 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 andremain relevant for years to come.



Limit Theorems For Null Recurrent Markov Processes


Limit Theorems For Null Recurrent Markov Processes
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Author : Reinhard Höpfner
language : en
Publisher: American Mathematical Soc.
Release Date : 2003

Limit Theorems For Null Recurrent Markov Processes written by Reinhard Höpfner and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.




Discrete Time Branching Processes In Random Environment


Discrete Time Branching Processes In Random Environment
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Author : Götz Kersting
language : en
Publisher: John Wiley & Sons
Release Date : 2017-11-01

Discrete Time Branching Processes In Random Environment written by Götz Kersting and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-01 with Mathematics categories.


Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.



Potential Functions Of Random Walks In Z With Infinite Variance


Potential Functions Of Random Walks In Z With Infinite Variance
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Author : Kôhei Uchiyama
language : en
Publisher: Springer Nature
Release Date : 2023-09-28

Potential Functions Of Random Walks In Z With Infinite Variance written by Kôhei Uchiyama and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-09-28 with Mathematics categories.


This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite variance. The central focus is on obtaining reasonably nice estimates of the potential function. These estimates are then applied to various situations, yielding precise asymptotic results on, among other things, hitting probabilities of finite sets, overshoot distributions, Green functions on long finite intervals and the half-line, and absorption probabilities of two-sided exit problems. The potential function of a random walk is a central object in fluctuation theory. If the variance of the step distribution is finite, the potential function has a simple asymptotic form, which enables the theory of recurrent random walks to be described in a unified way with rather explicit formulae. On the other hand, if the variance is infinite, the potential function behaves in a wide range of ways depending on the step distribution, which the asymptotic behaviour of many functionals of the random walk closely reflects. In the case when the step distribution is attracted to a strictly stable law, aspects of the random walk have been intensively studied and remarkable results have been established by many authors. However, these results generally do not involve the potential function, and important questions still need to be answered. In the case where the random walk is relatively stable, or if one tail of the step distribution is negligible in comparison to the other on average, there has been much less work. Some of these unsettled problems have scarcely been addressed in the last half-century. As revealed in this treatise, the potential function often turns out to play a significant role in their resolution. Aimed at advanced graduate students specialising in probability theory, this book will also be of interest to researchers and engineers working with random walks and stochastic systems.



Phase Transitions Mathematics Physics Biology Proceedings Of The Conference


Phase Transitions Mathematics Physics Biology Proceedings Of The Conference
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Author : Roman Kotecky
language : en
Publisher: World Scientific
Release Date : 1993-11-19

Phase Transitions Mathematics Physics Biology Proceedings Of The Conference written by Roman Kotecky and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-11-19 with categories.


This volume is dedicated to the theory of phase transitions and its interdisciplinary aspects. More specifically, the idea is to discuss the notion of the Gibbs state and its use (and limitations) in different applications.



Brownian Excursion And Limit Theorems For The M G 1 Queue


Brownian Excursion And Limit Theorems For The M G 1 Queue
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Author : Gerardus Hooghiemstra
language : en
Publisher:
Release Date : 1979

Brownian Excursion And Limit Theorems For The M G 1 Queue written by Gerardus Hooghiemstra and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with categories.




Scientific And Technical Aerospace Reports


Scientific And Technical Aerospace Reports
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Author :
language : en
Publisher:
Release Date : 1977

Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Aeronautics categories.




Mathematics Of Operations Research


Mathematics Of Operations Research
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Author :
language : en
Publisher:
Release Date : 1981

Mathematics Of Operations Research written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Mathematics categories.




The Yokohama Mathematical Journal


The Yokohama Mathematical Journal
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Author :
language : en
Publisher:
Release Date : 1991

The Yokohama Mathematical Journal written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Mathematics categories.