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.
Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at promiseangels.com!
Availability 130 units. Availability accurate as of Jan 21, 2017 10:33.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.