Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,......

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Rocha-Arteaga, Alfonso (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Sato, Ken-iti (http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2019.
Έκδοση:1st ed. 2019.
Σειρά:SpringerBriefs in Probability and Mathematical Statistics,
Θέματα:
Probabilities.
Probability Theory and Stochastic Processes.
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Classes Lm and their Characterization
  • Classes Lm and Ornstein-Uhlenbeck Type Processes
  • Classes Lm and Selfsimilar Additive Processes
  • Multivariate Subordination
  • Inheritance of Selfdecomposability in Subordination.

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