02479nam0 2200457 i 450 VAN011539220220316014607.575N978-3-319-29679-120180307d2016 |0itac50 baengCH|||| |||||Stochastic models with power-law tailsthe equation XAX + BDariusz Buraczewski, Ewa Damek, Thomas Mikosch[Cham]Springer2016XV, 320 p.ill.24 cm001VAN00494742001 Springer series in operations research210 Berlin [etc.]SpringerVAN0243198Stochastic models with power-law tails152365560J80Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]VANC020096MF60F10Large deviations [MSC 2020]VANC020796MF60G10Stationary stochastic processes [MSC 2020]VANC021552MF60B10Convergence of probability measures [MSC 2020]VANC022451MF60G55Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]VANC024268MF60F05Central limit and other weak theorems [MSC 2020]VANC024652MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF60B15Probability measures on groups or semigroups, Fourier transforms, factorization [MSC 2020]VANC026725MF60G52Stable stochastic processes [MSC 2020]VANC028993MF60G70Extreme value theory; extremal stochastic processes [MSC 2020]VANC030771MF60J05Discrete-time Markov processes on general state spaces [MSC 2020]VANC033865MFCHChamVANL001889BuraczewskiDariuszVANV089303756090DamekEwaVANV089304756091MikoschThomasVANV04222228029Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-29679-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0115392BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2527 15EB 2527 20180307 Stochastic models with power-law tails1523655UNICAMPANIA