Topics In Infinitely Divisible Distributions And L Vy Processes
DOWNLOAD
Download Topics In Infinitely Divisible Distributions And L Vy Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Topics In Infinitely Divisible Distributions And L Vy Processes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Topics In Infinitely Divisible Distributions And L Vy Processes Revised Edition
DOWNLOAD
Author : Alfonso Rocha-Arteaga
language : en
Publisher: Springer Nature
Release Date : 2019-11-02
Topics In Infinitely Divisible Distributions And L Vy Processes Revised Edition written by Alfonso Rocha-Arteaga and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-02 with Mathematics categories.
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,∞, from the class L0 of selfdecomposable distributions to the class L∞ generated by stable distributions through convolution and convergence. The book is divided into five chapters. Chapter 1 studies basic properties of Lm classes needed for the subsequent chapters. Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of Lm class. Chapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other. Chapter 4 studies multivariate subordination of a cone-parameter Lévy process by a cone-valued Lévy process. Finally, Chapter 5 studies strictly stable and Lm properties inherited by the subordinated process in multivariate subordination. In this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged. This book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on Lévy processes and infinitely divisible distributions.
Topics In Infinitely Divisible Distributions And L Vy Processes
DOWNLOAD
Author : Alfonso Rocha-Arteaga
language : en
Publisher:
Release Date : 2003
Topics In Infinitely Divisible Distributions And L Vy Processes written by Alfonso Rocha-Arteaga and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Distribution (Probability theory) categories.
L Vy Processes And Infinitely Divisible Distributions
DOWNLOAD
Author : Sato Ken-Iti
language : en
Publisher: Cambridge University Press
Release Date : 1999
L Vy Processes And Infinitely Divisible Distributions written by Sato Ken-Iti and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Distribution (Probability theory) categories.
Infinite Divisibility Of Probability Distributions On The Real Line
DOWNLOAD
Author : Fred W. Steutel
language : en
Publisher: CRC Press
Release Date : 2003-10-03
Infinite Divisibility Of Probability Distributions On The Real Line written by Fred W. Steutel and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-10-03 with Mathematics categories.
Infinite Divisibility of Probability Distributions on the Real Line reassesses classical theory and presents new developments, while focusing on divisibility with respect to convolution or addition of independent random variables. This definitive, example-rich text supplies approximately 100 examples to correspond with all major chapter topics and reviews infinite divisibility in light of the central limit problem. It contrasts infinite divisibility with finite divisibility, discusses the preservation of infinite divisibility under mixing for many classes of distributions, and investigates self-decomposability and stability on the nonnegative reals, nonnegative integers, and the reals.
Topics In Probability
DOWNLOAD
Author : Narahari Prabhu
language : en
Publisher: World Scientific
Release Date : 2011
Topics In Probability written by Narahari Prabhu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
Recent research in probability has been concerned with applications such as data mining and finance models. Some aspects of the foundations of probability theory have receded into the background. Yet, these aspects are very important and have to be brought back into prominence.
Infinitely Divisible Distributions And Stochastic Processes With Independent Increments
DOWNLOAD
Author : Howard G. Tucker
language : en
Publisher:
Release Date : 1970
Infinitely Divisible Distributions And Stochastic Processes With Independent Increments written by Howard G. Tucker and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with categories.
The research project final report in the area of infinitely divisible distributions and stochastic processes with independent increments discusses various results of the principal investigator in stable distributions, distribution functions in class L, Martingale theory, etc. (Author).
Exotic Options Infinitely Divisible Distributions And L Vy Processes Theoretical And Applied Perspectives
DOWNLOAD
Author : Guillaume Coqueret
language : en
Publisher:
Release Date : 2012
Exotic Options Infinitely Divisible Distributions And L Vy Processes Theoretical And Applied Perspectives written by Guillaume Coqueret and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Infinite Divisibility And Unimodality Of Certain Transformed Distributions
DOWNLOAD
Author : Theodore Artikis
language : en
Publisher:
Release Date : 1978
Infinite Divisibility And Unimodality Of Certain Transformed Distributions written by Theodore Artikis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with categories.
The question concerning which distributions are unimodal, is answered by the Khintchine theorem of integral representation for characteristic functions of unimodal distributions. Similarly the question concerning the infinite divisibility of distributions is answered by the Levy representation theorem for infinitely divisible characteristic functions. However these theorems do not provide an answer to the question as to whether a given distribution function is both unimodal and infinitely divisible. One of the purposes of this thesis is to establish the unimodality and infinite divisibility of certain transformations of distribution functions. Special attention is given to mixtures of distributions. Chapter 1 is introductory. Chapter 2 is devoted to superposition of two distributions. In Chapter 3 we study the unimodality and infinite divisibility of transformations of distribution functions connected with the renewal distribution. Chapter 4 establishes the unimodality of an infinitely divisible transformation of characteristic functions. Chapter 5 deals with the concepts of complete monotonicity, log-convexity, and log-concavity. Chapter 6 is devoted to characterisations of infinitelydivisible distributions under unimodality. The discussion of the thesis and topics for further research are given in Chapter 7.
Preservation Of Infinite Divisibility Under Mixing And Related Topics
DOWNLOAD
Author : F. W. Steutel
language : en
Publisher:
Release Date : 1970
Preservation Of Infinite Divisibility Under Mixing And Related Topics written by F. W. Steutel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Distribution (Probability theory). categories.
A Class Of Infinitely Divisible Distributions Connected To Branching Processes And Random Walks
DOWNLOAD
Author : Lennart Bondesson
language : en
Publisher:
Release Date : 2002
A Class Of Infinitely Divisible Distributions Connected To Branching Processes And Random Walks written by Lennart Bondesson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
