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Probabilistic Applications of Tauberian Theorems (Modern Probability and Statistics) [Hardcover]

By A. L. Yakimiv (Author)
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Item description for Probabilistic Applications of Tauberian Theorems (Modern Probability and Statistics) by A. L. Yakimiv...

The Tauberian theory has found a widespread application in probability theory. Despite the strong interest of probabilists in Tauberian theorems, no book specially devoted to this topic has been published yet. This monograph is intended to fill this gap.

In last three decades, much thought has been given to multidimensional Tauberian theory. This is primarily due to the fact that Tauberian theorems are finding ever-widening application in mathematical physics, the theory of differential equations, and probability theory.

By Abelian theorems are meant those assertions which allow to deduce from the asymptotic behaviour of sequences and functions the asymptotic properties of their generating functions and Laplace transforms (as well as other integral transforms). Theorems converse to Abelian are referred to as Tauberian. Usually, direct methods are used to prove Abelian theorems. It is much more difficult to prove the corresponding Tauberian theorems, and a wide spectrum of analytical techniques is involved.

This monograph places particular emphasis on the multidimensional studies. It contains Tauberian theorems and their applications to analyse the asymptotic behaviour of stochastic processes, record processes, random permutations, and infinitely divisible random variables.

Tauberian theorems are contained in the first chapter of the book. Chapters 2--5 cover probabilistic applications of Tauberian theorems.

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Item Specifications...

Studio: V.S.P. Intl Science
Pages   226
Est. Packaging Dimensions:   Length: 9.6" Width: 6.1" Height: 0.7"
Weight:   1.1 lbs.
Binding  Hardcover
Release Date   Sep 1, 2005
Publisher   V.S.P. Intl Science
ISBN  9067644374  
ISBN13  9789067644372  

Availability  130 units.
Availability accurate as of Oct 23, 2016 05:50.
Usually ships within one to two business days from La Vergne, TN.
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Product Categories

1Books > Subjects > Science > General
2Books > Subjects > Science > Mathematics > General
3Books > Subjects > Science > Mathematics

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