Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis, 1943-1995 - Couverture rigide

Karatzas, Ioannis; Rajput, B.S.; Taqqu, M. S.

 
9780817639983: Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis, 1943-1995
Couverture rigide
ISBN 10 : 0817639985 ISBN 13 : 9780817639983
Editeur : Birkhauser Boston Inc, 1998

Synopsis

Spectral Representation and Structure of Stable Self-Similar Processes.- Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums.- Almost Everywhere Convergence and SLLN Under Rearrangements.- Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables.- How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments.- Use of Stochastic Comparisons in Communication Networks.- On the Conditional Variance-Covariance of Stable Random Vectors, II.- Interacting Particle Approximation for Fractal Burgers Equation.- Optimal Transformations for Prediction in Continuous-Time Stochastic Processes.- Algebraic Methods Toward Higher-Order Probability Inequalities.- Comparison and Deviation from a Representation Formula.- Components of the Strong Markov Property.- The Russian Options.- Cycle Representations of Markov Processes: An Application to Rotational Partitions.- On Extreme Values in Stationary Random Fields.- Norming Operators for Operator-Self-Similar Processes.- Multivariate Probability Density and Regression Functions Estimation of Continuous-time Stationary Processes from Discrete-time Data.- Tracing the Path of a Wright-Fisher Process with One-way Mutation in the Case of a Large Deviation.- A Distribution Inequality for Martingales with Bounded Symmetric Differences.- Moment Comparison of Multilinear Forms in Stable and Semistable Random Variables with Application to Semistable Multiple Integrals.- Global Dependency Measure for Sets of Random Elements: "The Italian Problem" and Some Consequences.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Birkhauser Boston Inc
Date d'édition
1998
Langue
anglais
ISBN 10 
0817639985
ISBN 13 
9780817639983
Reliure
Relié
Nombre de pages
400
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781461273899: Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943–1995

Edition présentée

ISBN 10 :  1461273897 ISBN 13 :  9781461273899
Editeur : Birkhäuser, 2012
Couverture souple