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

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

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.

Détails de l'édition

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