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Pseudo-Regularly Varying Functions and Generalized Renewal Processes

By Valerii V. Buldygin, Karl-Heinz Indlekofer, Oleg I. Klesov, Josef G. Steinebach
eBook
$89.00
By Valerii V. Buldygin, Karl-Heinz Indlekofer, Oleg I. Klesov, Josef G. Steinebach
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One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics.

The structure of the book reflects the historical development of the au...

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Science & TechnologyMathematicsProbability TheoryStatistics