Stable Processes and Related Topics

Cambanis

ISBN 10: 1468467808 / ISBN 13: 9781468467802

Edité par Birkhäuser Boston, Birkhäuser Boston Mär 2012, 2012

A propos de cet article

This item is printed on demand - Print on Demand Titel. Neuware -The Workshop on Stable Processes and Related Topics took place at Cor nell University in January 9-13, 1990, under the sponsorship of the Mathemat ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference The very Central Limit Theorem which provides the fundamental justifi cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 340 pp. Englisch.

N° de réf. du vendeur 9781468467802

Détails bibliographiques

• Titre: Stable Processes and Related Topics
• Éditeur: Birkhäuser Boston, Birkhäuser Boston Mär 2012
• Date de parution: 2012
• Langue: anglais
• ISBN à 10 chiffres: 1468467808
• ISBN à 13 chiffres: 9781468467802
• Reliure: Taschenbuch
• État de l'article: Neu
• Dimensions: 229 L x 152 H x 19 P (en millimètres) 229 millimètres de largeur par 152 millimètres de hauteur par 19 millimètres de profondeur
• Poids: 494 grammes

A propos de ce titre

Synopsis

The Workshop on Stable Processes and Related Topics took place at Cor- nell University in January 9-13, 1990, under the sponsorship of the Mathemat- ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model? The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference? The very Central Limit Theorem which provides the fundamental justifi- cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.