Pseudo-Regularly Varying Functions and Generalized Renewal Processes
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Preface.- Equivalence of limit theorems for sums of random variables and renewal processes.- Almost sure convergence of renewal processes.- Generalizations of regularly varying functions.- Properties of absolutely continuous functions.- Non-degenerate groups of regular points.- Karamata's theorem for integrals.- Asymptotically quasi-inverse functions.- Generalized renewal processes.- Asymptotic behavior of solutions of stochastic differential equations.- Asymptotics for renewal processes constructed from multi-indexed random walks.- Spitzer series and regularly varying functions. - Appendix: Some Auxiliary Results.- References.- Index.
| Autor: | Buldygin, Valeri V. |
| Nakladatel: | Springer, Berlin |
| Rok vydání: | 2019 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
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