
This book deals with topics in the area of Lévy 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. Chapte ...
DETAILS
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Revised Edition
Rocha-Arteaga, Alfonso, Sato, Ken-iti
Kartoniert, viii, 135 S.
VIII, 135 p.
Sprache: Englisch
235 mm
ISBN-13: 978-3-030-22699-2
Titelnr.: 78226275
Gewicht: 231 g
Springer, Berlin (2019)
Herstelleradresse
Springer Heidelberg
Tiergartenstr. 17
69121 - DE Heidelberg
E-Mail: buchhandel-buch@springer.com