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Levy Processes and Infinitely Divisible Distributions

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Levy Processes and Infinitely Divisible Distributions Ken-iti Sato
Libristo kod: 02103170
Nakladnici Cambridge University Press, prosinac 2013
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.

Informacije o knjizi

Puni naziv Levy Processes and Infinitely Divisible Distributions
Autor Ken-iti Sato
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2013
Broj stranica 536
EAN 9781107656499
ISBN 1107656494
Libristo kod 02103170
Nakladnici Cambridge University Press
Težina 776
Dimenzije 157 x 228 x 29

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Probability & statistics
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