Stable Lévy Processes via Lamperti-Type Representations: Institute of Mathematical Statistics Monographs, cartea 7
Autor Andreas E. Kyprianou, Juan Carlos Pardoen Limba Engleză Hardback – 6 apr 2022
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Specificații
ISBN-13: 9781108480291
ISBN-10: 1108480292
Pagini: 484
Dimensiuni: 156 x 234 x 27 mm
Greutate: 0.89 kg
Ediția:Nouă
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Institute of Mathematical Statistics Monographs
Locul publicării:New York, United States
ISBN-10: 1108480292
Pagini: 484
Dimensiuni: 156 x 234 x 27 mm
Greutate: 0.89 kg
Ediția:Nouă
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Institute of Mathematical Statistics Monographs
Locul publicării:New York, United States
Cuprins
1. Stable distributions; 2. Lévy processes; 3. Stable processes; 4. Hypergeometric Lévy processes; 5. Positive self-similar Markov processes; 6. Spatial fluctuations in one dimension; 7. Doney–Kuznetsov factorisation and the maximum; 8. Asymptotic behaviour for stable processes; 9. Envelopes of positive self-similar Markov processes; 10. Asymptotic behaviour for path transformations; 11. Markov additive and self-similar Markov processes; 12. Stable processes as self-similar Markov processes; 13. Radial reflection and the deep factorisation; 14. Spatial fluctuations and the unit sphere; 15. Applications of radial excursion theory; 16. Windings and up-crossings of stable processes; Appendix.
Recenzii
'This treatise takes readers on a superb journey through the fascinating worlds of stable Lévy processes and of a rich variety of further naturally related random processes. Andreas Kyprianou and Juan Carlos Pardo masterfully deploy an arsenal of techniques, which are already interesting on their own right, to reveal many classical or more recent high level results on the distributions of functionals and on the path behaviours stable processes. It is indeed remarkable that their methods lead to so many explicit formulas, some amazingly simple, some more complex. The authors should be praised for making accessible as a coherent whole a vast literature that has been developed over several decades, including the latest developments.' Jean Bertoin, University of Zurich
Notă biografică
Descriere
A systematic treatment of stable Lévy processes and self-similar Markov processes, for graduate students and researchers in the field.