Over 10 mio. titler Fri fragt ved køb over 499,- Hurtig levering 30 dages retur

A Lifetime of Excursions Through Random Walks and Lévy Processes

Forfatter: info mangler
Bog
  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

- A Lifetime of Excursions Through Random Walks and Lévy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Itô Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Lévy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob-McKean Identity for Stable Lévy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Lévy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.

Læs hele beskrivelsen
Detaljer
Størrelse og vægt
  • Vægt711 g
  • Dybde2,5 cm
  • coffee cup img
    10 cm
    book img
    16 cm
    24,1 cm

    Findes i disse kategorier...

    Machine Name: SAXO080