Levy Processes and Infinitely Divisible Distributions - Sato, Ken-iti

Levy Processes and Infinitely Divisible Distributions

Ken-iti Sato

Yayınevi: Cambridge University Press

Yayın tarihi: 12/2013

ISBN: 9781107656499

İngilizce | 534 Sayfa | 15,19x22,81x3 cm.

Tür: Matematik-İstatistik

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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. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

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