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Levy Processes and Infinitely Divisible Distributions

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Levy Processes and Infinitely Divisible Distributions Sato
Libristo kod: 04092813
Nakladnici Cambridge University Press, studeni 1999
Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochast... Cijeli opis
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Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.

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Informacije o knjizi

Puni naziv Levy Processes and Infinitely Divisible Distributions
Autor Sato, Ken-iti (Nagoya University, Japan)
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 1999
Broj stranica 500
EAN 9780521553025
ISBN 0521553024
Libristo kod 04092813
Nakladnici Cambridge University Press
Težina 900
Dimenzije 158 x 237 x 32

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Probability & statistics
Medicine & Nursing > Medicine: general issues
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