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This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both …
Three centuries ago Montmort and De Moivre published two books on probability theory emphasizing its most important application at that time, games of chance. This book, on the …
The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of …
It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of a …
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical …
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete …
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The …
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The …
This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass …
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the …