Choquet-Deny type functional equations with applications to stochastic models

Author(s)

• Rao, Calyampudi Radhakrishna
• Shanbhag, D. N. (Dayanand Narasinh)

Bibliographic Information

Choquet-Deny type functional equations with applications to stochastic models

C. Radhakrishna Rao, D.N. Shanbhag

（Wiley series in probability and mathematical statistics, . Probability and mathematical statistics）

Wiley & Sons, c1994

Note

Includes bibliographical references (p. [269]-286) and index

Description and Table of Contents

Description

An exploration of recent research with Choquet-Deny-type equations and characterization theory, which demonstrates the close links that have been established between stochastic processes and applied probability.

Table of Contents

• Probability Tools and Preliminary Results
• Simple Integral Equations: Versions of the Integrated Cauchy Functional Equation
• A Version of Deny's Theorem and its Extensions: A Martingale Approach
• Multiple Integral Equations and Stability Theorems
• Mean Residual Life Function and Hazard Measure
• Properties Based on Fourier and Mellin Transforms
• Damage Models and Partial Independence
• Order Statistics, Record Values and Properties in Applied Probability
• Characterizations Based on Regression and Related Statistical Properties.

by "Nielsen BookData"

Details

• NCID: BA24087630
• ISBN:
  • 0471951048
• LCCN: 94010080
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester, West Sussex, England ; New York, N.Y.
• Pages/Volumes: xii, 290 p.
• Size: 24 cm
• Classification:
  • NDC9 : 417
  • LCC : QA431
  • DC20 : 519.2
• Subject Headings:
  • LCSH : Functional equations
  • LCSH : Stochastic processes
• Parent Bibliography ID:
  • BA00019013