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Pseudo-Regularly Varying Functions and Generalized Renewal Processes (Hardcover, 1st ed. 2018): Valerii V. Buldygin, Karl-Heinz... Pseudo-Regularly Varying Functions and Generalized Renewal Processes (Hardcover, 1st ed. 2018)
Valerii V. Buldygin, Karl-Heinz Indlekofer, Oleg I. Klesov, Josef G. Steinebach
R3,456 Discovery Miles 34 560 Ships in 10 - 15 working days

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.

Mathematical Statistics and Limit Theorems - Festschrift in Honour of Paul Deheuvels (Hardcover, 2015 ed.): Marc Hallin, David... Mathematical Statistics and Limit Theorems - Festschrift in Honour of Paul Deheuvels (Hardcover, 2015 ed.)
Marc Hallin, David M. Mason, Dietmar Pfeifer, Josef G. Steinebach
R3,655 Discovery Miles 36 550 Ships in 12 - 19 working days

This Festschrift in honour of Paul Deheuvels' 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.

Mathematical Statistics and Limit Theorems - Festschrift in Honour of Paul Deheuvels (Paperback, Softcover reprint of the... Mathematical Statistics and Limit Theorems - Festschrift in Honour of Paul Deheuvels (Paperback, Softcover reprint of the original 1st ed. 2015)
Marc Hallin, David M. Mason, Dietmar Pfeifer, Josef G. Steinebach
R3,786 Discovery Miles 37 860 Ships in 10 - 15 working days

This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.

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