Probability and Its Applications

1 total work

Limit Theorems for Randomly Stopped Stochastic Processes

by Dmitrii S. Silvestrov

Published 8 December 2003

This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.