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

Karatzas, Ioannis et al.

ISBN 10: 0817639985 / ISBN 13: 9780817639983

Edité par Birkhauser Verlag, Boston, 1998

A propos de cet article

Laminated boards. Small scratch on front board. Near fine.; 8vo.

N° de réf. du vendeur 156648ee7

Détails bibliographiques

• Titre: Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis, 1943-1995
• Éditeur: Birkhauser Verlag, Boston
• Date de parution: 1998
• Langue: anglais
• ISBN à 10 chiffres: 0817639985
• ISBN à 13 chiffres: 9780817639983
• Reliure: Couverture rigide
• Poids: 2 livres
• Catalogues du vendeur:
  • Mathematics

A propos de ce titre

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.