Random summation: limit theorems and applications
by Gnedenko, B. V., (Boris Vladimirovich)
Title Statements
- Full title :Random summation : limit theorems and applications / Boris V. Gnedenko, Victor Yu. Korolev.
Edition Statements
- Publication Date:©1996.
Publication Statements
- Publisher(s):CRC Press
- Place of Publication:Boca Raton
- Language:eng
- Publication Date:©1996.
The Physical Object
- Description:1 online resource
Edition Identifiers
- ISBN:9781000102673, 100010267X
- oclc:on1175923367
- LC Classification:QA274.G64 1996
- Dewey Decimal:515.4/3
Table of Contents
Cover -- Half Title -- Title Page -- Copyright Page -- Preface -- Table of Contents -- 1: Examples -- 1.1 Examples Related to Generalized Poisson Laws -- 1.2 A Remarkable Formula of Queueing theory -- 1.3 Other Examples -- 2: Doubling With Repair -- 2.1 Mathematical Model -- 2.2 A Limit Theorem for the Trouble-Free Performance Duration -- 2.3 The Class of Limit Laws -- 2.4 Some Properties of Limit Distributions -- 2.5 Domains of Geometric Attraction of the Laws from Class K -- 3: Limit Theorems for "Growing" Random Sums -- 3.1 A Transfer Theorem. Limit Laws
3.2 Necessary and Sufficient Conditions for Convergence -- 3.3 Convergence to Distributions from Identifiable Families -- 3.4 Limit Theorems for Risk Processes -- 3.5 Some Models of Financial Mathematics -- 3.6 Rarefied Renewed Processes -- 4: Limit Theorems for Random Sums in the Double Array Scheme -- 4.1 Transfer Theorems. Limit Laws -- 4.2 Converses of the Transfer Theorems -- 4.3 Necessary and Sufficient Conditions for the Convergence of Random Sums of Independent Identically Distributed Random Variables -- 4.4 More on Some Models of Financial Mathematics
4.5 Limit Theorems for Supercritical Galton-Watson Processes -- 4.…
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