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Erneuerungstheorie

Erneuerungstheorie


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About the Book

Der vorliegende Text basiert in seinen Grundzügen auf dem Manuskript zu einer Vorlesung über Erneuerungstheorie, die ich im Wintersemester 1986/87 und im Sommersemester 1987 zunächst zwei-und dann vierstündig an der Universität Kiel abgehalten habe. Als ich im Sommer 1986 damit begann, die ersten Kapitel niederzuschreiben, schwebte mir eine Monographie gerin- geren Umfangs vor, die im wesentlichen die Hauptsätze der Erneuerungstheorie einschließlich vollständiger Beweise sowie eine Anzahl interessanter und zugleich typischer Anwendungen umfassen sollte. Von besonderer Bedeutung erschien mir die Darstellung des seit der Wieder- entdeckung der Koppelungsmethode in den siebziger Jahren möglichen rein probabilistischen Zugangs, der bis dahin, zumindest im Hinblick auf den Hauptsatz der Erneuerungstheorie, d. h. das Blackwellsche Erneuerungstheorem, nicht existierte. Zusätzlichen Ansporn bot die Tatsache, daß dieser Zugang offenbar noch keine Aufnahme in einschlägigen Lehrbüchern ge- funden hatte, wie überhaupt eine Monographie größeren Umfangs über Erneuerungstheorie überraschenderweise nicht verfügbar war. Letzteres brachte mich schließlich zu dem Entschluß, meine ursprüngliche Planung zu ändern und ein Buch zu schreiben, das sowohl eine Einführung in die klassischen Resultate unter Einschluß des bereits erwähnten probabilistischen Zugangs gibt als auch jüngere Entwicklungen berücksichtigt, wobei ich hier vor allem an die Theorie Harris-rekurrenter Markov-Ketten und die Markov-Erneuerungstheorie denke. Nachdem diese Entscheidung gefallen war, erschien zum Ende meiner Vorlesung Mitte 1987 Sören Asmussens exzellentes Werk "Applied Probability and Queues ", das mich zu einem erneuten Überdenken des begonnenen Projektes bewog, indem es wichtige Teile des zuvor von mir avisierten und bisher in Lehrbuchform nicht verfügbaren Materials enthielt.


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Product Details
  • ISBN-13: 9783519027300
  • Publisher: Vieweg+teubner Verlag
  • Publisher Imprint: Vieweg+teubner Verlag
  • Height: 229 mm
  • No of Pages: 317
  • Series Title: Teubner Skripten Zur Mathematischen Stochastik
  • Weight: 498 gr
  • ISBN-10: 3519027305
  • Publisher Date: 01 Jan 1991
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 18 mm
  • Width: 152 mm


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