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Título del libro: Matrix-Exponential Distributions In Applied Probability
Título del capítulo: Random Walks

Autores UNAM:
MOGENS BLADT PETERSEN;
Autores externos:

Idioma:

Año de publicación:
2017
Palabras clave:

Interarrival Time; Markov Jump Process; Negative Drift; Random Walk; Renewal Process


Resumen:

By a random walk {Sn}n?N on R we understand a stochastic process in discrete time for which S0 = 0, and for n = 1,where X1, X2, ? are i.i.d. ~ F for some distribution F on R. © 2017, Springer Science+Business Media LLC.


Entidades citadas de la UNAM: