On Stein`s Method for Infinitely Divisible Laws with Finite First Moment, Benjamin Arras; Christian Houdr?

Автор: Sato
Название: L?vy Processes and Infinitely Divisible Distributions
ISBN: 1107656494 ISBN-13(EAN): 9781107656499
Издательство: Cambridge Academ
Рейтинг:
Цена: 74970.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book`s initial publication.

Автор: Takeyuki Hida; Rajeeva L. Karandikar; Hiroshi Kuni
Название: Stochastics in Finite and Infinite Dimensions
ISBN: 0817641378 ISBN-13(EAN): 9780817641375
Издательство: Springer
Рейтинг:
Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume commemorates the work of Gopinath Kallianpur, a leading figure in diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes, and stochastic differential equations in infinite dimensions. Consists of research articles written by leading experts highlighting progress and new directions of research in these and related areas. Dedicated to Kallianpur on the occasion of his seventy- fifth birthday, this work will pay tribute to his multi-faceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career.

Автор: Alfonso Rocha-Arteaga; Ken-iti Sato
Название: Topics in Infinitely Divisible Distributions and L?vy Processes, Revised Edition
ISBN: 3030226999 ISBN-13(EAN): 9783030226992
Издательство: Springer
Рейтинг:
Цена: 55890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book deals with topics in the area of L?vy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,?, from the class L0 of selfdecomposable distributions to the class L? generated by stable distributions through convolution and convergence.The book is divided into five chapters. Chapter 1 studies basic properties of Lm classes needed for the subsequent chapters. Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a L?vy process through stochastic integrals based on L?vy processes. Necessary and sufficient conditions are given for a generating L?vy process so that the OU type process has a limit distribution of Lm class.Chapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other. Chapter 4 studies multivariate subordination of a cone-parameter L?vy process by a cone-valued L?vy process. Finally, Chapter 5 studies strictly stable and Lm properties inherited by the subordinated process in multivariate subordination.In this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged.This book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on L?vy processes and infinitely divisible distributions.

Автор: Arnold Janssen; Hartmut Milbrodt; Helmut Strasser
Название: Infinitely Divisible Statistical Experiments
ISBN: 0387960554 ISBN-13(EAN): 9780387960555
Издательство: Springer
Рейтинг:
Цена: 97820.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended to give an account of the theory of infi- nitely divisible statistical experiments which started from LeCam, 1974. It includes a presentation of LeCam's basic results as well as new developments in the field. The book consists of four chapters written by different authors. Chapters I, III and IV have been prepared in Bayreuth with the support of the Deutsche Forschungsgemeinschaft (DFG); Chapter II is part of its author's Habilitationsschrift, 1982 (Dortmund). For the reader's convenience, the chapters have been unified in presentation, without neglecting differences in the individual styles of writing. The authors are grateful to Dr. C. Becker for carefully reviewing the manuscript. Furthermore, acknowledgements are gratefully extended to the DFG for partly subsidizing Dr. Becker and the second author by a grant. Some special words of thanks are due to Mrs. Witzigmann, who typed the final manuscript and its predecessors with patience and skill. Universitat Bayreuth und A. Janssen Universitat Dortmund, H. Milbrodt Dezember 1984 H. Strasser CONTENTS Preface Introduction L its of Triangular Arrays of 14 I. EXEeriments (H. Milbrodt and H. Strasser) 1. Basic Concepts 14 19 2. Gaussian Exper ents 3. Introduction to Poisson Experiments 25 4. Convergence of Poisson Experiments 32 5. Convergence of Triangular Arrays 38 6. Identification of Limit Experiments 47 The Levy-Khintchine Formula for Infinitely 55 II.