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Stochastic Processes and Related Topics de S. Cambanis

Stochastic Processes and Related Topics

Autor S. Cambanis, Ioannis Karatzas, Murad S Taqqu Editat de I. Karatzas, B S Rajput, M S Taqqu, Balram Rajput
en Limba Engleză Hardback – iul 1998
Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; and comparison and deviation problems.
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Specificații

ISBN-13: 9780817639983
ISBN-10: 0817639985
Pagini: 404
Dimensiuni: 160 x 241 x 28 mm
Greutate: 0.77 kg
Ediția:New.
Editura: BIRKHAUSER BOSTON INC
Locul publicării:Boston, MA, United States

Public țintă

Research

Cuprins

Stamatis Cambanis - a glimpse of his life and work, G. Kallianpur, R. Leadbetter. Publications of Stamatis Cambanis: spectral representation and structure of stable self-similar processes, K. Burnecki et al; three elementary proofs of the Central Limit theorem with applications to random sums, T. Cacoullos et al; almost everywhere convergence and SLLN under rearrangements, S. Chobanyan, V. Mandrekar; sufficient conditions for the existence of conditional moments of stable random variables, R. Cioczek-Georges, M.S. Taqqu; how heavy are the tails of a stationary HARCH(k) process? - a study of the moments, P. Embrechts et al; use of stochastic comparisons in communication networks, A. Ephremide; on the conditional variance-covariance of stable random vectors II, S.B. Fotopoulos; interacting particle approximation for fractal Burgers equation, T. Funaki, W.A. Woyczynski; optimal transformations for prediction in continuous-time stochastic processes, B. Gidas, A. Murua; algebraic methods toward higher-order probability inequalities, K.I. Gross, D.St.P. Richards; comparison and deviation from a representation formula, C. Houdre; components of the strong Markov property, O. Kallenberg; the Russian options, G. Kallianpur; cycle representation of Markov processes - an application to rotational partitions, S. Kalpazidou; on extreme values in stationary random fields, M.R. Leadbetter, H. Rootzen; norming operators for operator-shelf-similar processes, M. Maejima; multivariate probability density and regression functions estimation of continuous-time stationary processes from discrete-time data, e. Masry; tracing the path of Wright-Fisher process with one-way mutation in the case of a large deviation, F. Papangelou; a distribution inequality for martingales with bounded symmetric differences, L.D. Pitt; moment comparison of multilineal forms in stable and semistable random variables with application to semistable multiple integrals, B.S. Rajput et al; global dependency measure for sets of random elements - "the Italian problem" and some consequences, J. Stoyanov.