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Название: Compound Renewal Processes
Автор: A. A. Borovkov
Издательство: Cambridge University Press
Год: 2022
Страниц: 381
Размер: 10,61 МБ
Формат: PDF
Язык: English
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory.