Boundary Functionals for Levy Processes and Their Applications - Dmytro Gusak - Livros - LAP LAMBERT Academic Publishing - 9783659625404 - 19 de novembro de 2014
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Boundary Functionals for Levy Processes and Their Applications

Dmytro Gusak

Boundary Functionals for Levy Processes and Their Applications

The aim of this book is to summarize the obtained results of investigation of the boundary problems tied with distributions of boundary functionals for random processes and random walks with independent increments considered in the fluctuation theory and to draw attention to their connection with the risk theory. In the book special attention is paid to Levy processes with hyperexponentially distributed jumps. For them the unified prelimit and limit Pollaczeck-Khinchine formulas are established. They are used in the investigation of distributions of boundary functionals defining different characteristics of the risk and queueing processes. This monograph will be useful to the researchers working with probability theory and stochastic processes, in particular for those who deal with boundary problems for Levy processes and with their applications in risk theory, renewal theory, reliability theory, queueing theory, financial and actuarial mathematics, and in other applied areas. This book can be recommended to scientists, engineers, students, and post-graduate students of economical and mathematical specialities.

Mídia Livros     Paperback Book   (Livro de capa flexível e brochura)
Lançado 19 de novembro de 2014
ISBN13 9783659625404
Editoras LAP LAMBERT Academic Publishing
Páginas 436
Dimensões 25 × 150 × 220 mm   ·   635 g
Idioma English  

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