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Lévy Matters V [[electronic resource] ] : Functionals of Lévy Processes / / by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon
| Lévy Matters V [[electronic resource] ] : Functionals of Lévy Processes / / by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon |
| Autore | Andersen Lars Nørvang |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XVI, 224 p. 8 illus., 7 illus. in color.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-23138-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents. |
| Record Nr. | UNISA-996466645603316 |
Andersen Lars Nørvang
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lévy Matters V : Functionals of Lévy Processes / / by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon
| Lévy Matters V : Functionals of Lévy Processes / / by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon |
| Autore | Andersen Lars Nørvang |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XVI, 224 p. 8 illus., 7 illus. in color.) |
| Disciplina | 519.282 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-23138-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents. |
| Record Nr. | UNINA-9910134930303321 |
|
Andersen Lars Nørvang
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima
| Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910454785603321 |
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Embrechts Paul <1953->
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||
| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima
| Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910779907303321 |
|
Embrechts Paul <1953->
|
||
| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Selfsimilar processes / / Paul Embrechts and Makoto Maejima
| Selfsimilar processes / / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910821203803321 |
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Embrechts Paul <1953->
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||
| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic processes [[electronic resource] ] : selected papers of Hiroshi Tanaka / / edited by Makoto Maejima, Tokuzo Shiga
| Stochastic processes [[electronic resource] ] : selected papers of Hiroshi Tanaka / / edited by Makoto Maejima, Tokuzo Shiga |
| Autore | Tanaka Hiroshi |
| Pubbl/distr/stampa | River Edge, N.J., : World Scientific, c2002 |
| Descrizione fisica | 1 online resource (xi, 430 p. ) : port |
| Disciplina | 519.2/3 |
| Altri autori (Persone) |
MaejimaMakoto
ShigaTokuzo |
| Soggetto topico | Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 981-277-855-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Stochastic Differential Equations with Reflecting Boundary Condition in Convex Regions -- Some Probabilistic Problems in the Spatially Homogeneous Boltzmann Equation -- Limit Theorems for Certain Diffusion Processes with Interaction -- Central Limit Theorem for a System of Markovian Particles with Mean Field Interactions (with T. Shiga) -- Propagation of Chaos for Diffusing Particles of Two Types with Singular Mean Field Interaction (with M. Nagasawa) -- Stochastic Differential Equations for Mutually Reflecting Brownian Balls (with Y. Saisho) -- Limit Distribution for 1-Dimensional Diffusion in a Reflected Brownian Medium -- Limit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random Environments -- Stochastic Differential Equation Corresponding to the Spatially Homogeneous Boltzmann Equation of Maxwellian and Non-Cutoff Type -- Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment -- On the Maximum of a Diffusion Process in a Drifted Brownian Environment (with K. Kawazu) -- Recurrence of a Diffusion Process in a Multidimensional Brownian Environment -- Localization of a Diffusion Process in a One-Dimensional Brownian Environment -- Diffusion Processes in Random Environments -- Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. |
| Record Nr. | UNINA-9910450785803321 |
|
Tanaka Hiroshi
|
||
| River Edge, N.J., : World Scientific, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic processes [[electronic resource] ] : selected papers of Hiroshi Tanaka / / edited by Makoto Maejima, Tokuzo Shiga
| Stochastic processes [[electronic resource] ] : selected papers of Hiroshi Tanaka / / edited by Makoto Maejima, Tokuzo Shiga |
| Autore | Tanaka Hiroshi |
| Pubbl/distr/stampa | River Edge, N.J., : World Scientific, c2002 |
| Descrizione fisica | 1 online resource (xi, 430 p. ) : port |
| Disciplina | 519.2/3 |
| Altri autori (Persone) |
MaejimaMakoto
ShigaTokuzo |
| Soggetto topico | Stochastic processes |
| ISBN | 981-277-855-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Stochastic Differential Equations with Reflecting Boundary Condition in Convex Regions -- Some Probabilistic Problems in the Spatially Homogeneous Boltzmann Equation -- Limit Theorems for Certain Diffusion Processes with Interaction -- Central Limit Theorem for a System of Markovian Particles with Mean Field Interactions (with T. Shiga) -- Propagation of Chaos for Diffusing Particles of Two Types with Singular Mean Field Interaction (with M. Nagasawa) -- Stochastic Differential Equations for Mutually Reflecting Brownian Balls (with Y. Saisho) -- Limit Distribution for 1-Dimensional Diffusion in a Reflected Brownian Medium -- Limit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random Environments -- Stochastic Differential Equation Corresponding to the Spatially Homogeneous Boltzmann Equation of Maxwellian and Non-Cutoff Type -- Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment -- On the Maximum of a Diffusion Process in a Drifted Brownian Environment (with K. Kawazu) -- Recurrence of a Diffusion Process in a Multidimensional Brownian Environment -- Localization of a Diffusion Process in a One-Dimensional Brownian Environment -- Diffusion Processes in Random Environments -- Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. |
| Record Nr. | UNINA-9910784996503321 |
|
Tanaka Hiroshi
|
||
| River Edge, N.J., : World Scientific, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic processes [[electronic resource] ] : selected papers of Hiroshi Tanaka / / edited by Makoto Maejima, Tokuzo Shiga
| Stochastic processes [[electronic resource] ] : selected papers of Hiroshi Tanaka / / edited by Makoto Maejima, Tokuzo Shiga |
| Autore | Tanaka Hiroshi |
| Pubbl/distr/stampa | River Edge, N.J., : World Scientific, c2002 |
| Descrizione fisica | 1 online resource (xi, 430 p. ) : port |
| Disciplina | 519.2/3 |
| Altri autori (Persone) |
MaejimaMakoto
ShigaTokuzo |
| Soggetto topico | Stochastic processes |
| ISBN | 981-277-855-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Stochastic Differential Equations with Reflecting Boundary Condition in Convex Regions -- Some Probabilistic Problems in the Spatially Homogeneous Boltzmann Equation -- Limit Theorems for Certain Diffusion Processes with Interaction -- Central Limit Theorem for a System of Markovian Particles with Mean Field Interactions (with T. Shiga) -- Propagation of Chaos for Diffusing Particles of Two Types with Singular Mean Field Interaction (with M. Nagasawa) -- Stochastic Differential Equations for Mutually Reflecting Brownian Balls (with Y. Saisho) -- Limit Distribution for 1-Dimensional Diffusion in a Reflected Brownian Medium -- Limit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random Environments -- Stochastic Differential Equation Corresponding to the Spatially Homogeneous Boltzmann Equation of Maxwellian and Non-Cutoff Type -- Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment -- On the Maximum of a Diffusion Process in a Drifted Brownian Environment (with K. Kawazu) -- Recurrence of a Diffusion Process in a Multidimensional Brownian Environment -- Localization of a Diffusion Process in a One-Dimensional Brownian Environment -- Diffusion Processes in Random Environments -- Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. |
| Record Nr. | UNINA-9910824496603321 |
|
Tanaka Hiroshi
|
||
| River Edge, N.J., : World Scientific, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||