| 書目名稱 | Pseudo-Regularly Varying Functions and Generalized Renewal Processes | | 編輯 | Valeri? V. Buldygin,Karl-Heinz Indlekofer,Josef G. | | 視頻video | http://file.papertrans.cn/763/762511/762511.mp4 | | 概述 | Introduces an interesting and quickly expanding theory.Provides a rigorous treatment of the subject.Presents a tool for application in financial mathematics and many other fields of applied mathematic | | 叢書名稱 | Probability Theory and Stochastic Modelling | | 圖書封面 |  | | 描述 | .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 diffe | | 出版日期 | Book 2018 | | 關(guān)鍵詞 | 60K05, 60F15, 26A12, 60H10, 60F10, 60E07; generalized renewal processes; pseudo-regular variation; firs | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-99537-3 | | isbn_softcover | 978-3-030-07606-1 | | isbn_ebook | 978-3-319-99537-3Series ISSN 2199-3130 Series E-ISSN 2199-3149 | | issn_series | 2199-3130 | | copyright | Springer Nature Switzerland AG 2018 |
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