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Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard
| Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard |
| Autore | Doney, Ronald A. |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | IX, 147 p. ; 24 cm |
| Soggetto topico |
60J74 - Jump processes on discrete state spaces [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ladder processes
Local time Lévy processes Reflected process Sample path behaviour Wiener-Hopf factorisation |
| ISBN | 978-35-404-8510-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0060318 |
Doney, Ronald A.
|
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| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard
| Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 / Ronald A. Doney ; editor: Jean Picard |
| Autore | Doney, Ronald A. |
| Pubbl/distr/stampa | Berlin, : Springer, 2007 |
| Descrizione fisica | IX, 147 p. ; 24 cm |
| Soggetto topico |
60G10 - Stationary stochastic processes [MSC 2020]
60G17 - Sample path properties [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J74 - Jump processes on discrete state spaces [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
| Soggetto non controllato |
Ladder processes
Local time Lévy processes Reflected process Sample path behaviour Wiener-Hopf factorisation |
| ISBN | 978-35-404-8510-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00060318 |
|
Doney, Ronald A.
|
||
| Berlin, : Springer, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Matrix-exponential distributions in applied probability / Mogens Bladt, Bo Friis Nielsen
| Matrix-exponential distributions in applied probability / Mogens Bladt, Bo Friis Nielsen |
| Autore | Bladt, Mogens |
| Pubbl/distr/stampa | New York, : Springer, 2017 |
| Descrizione fisica | xvii, 736 p. : ill. ; 24 cm |
| Altri autori (Persone) | Nielsen, Bo Friis |
| Soggetto topico |
46-XX - Functional analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Applied probability
Ladder processes Management Science Markov Processes Matrix exponential distributions Numerical methods Operations Research Phase-type distributions Probability Theory and Stochastic Processes Random Walks Regenerative methods Renewal theory Stochastic modeling Uncertainty Quantification |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123376 |
|
Bladt, Mogens
|
||
| New York, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Matrix-exponential distributions in applied probability / Mogens Bladt, Bo Friis Nielsen
| Matrix-exponential distributions in applied probability / Mogens Bladt, Bo Friis Nielsen |
| Autore | Bladt, Mogens |
| Pubbl/distr/stampa | New York, : Springer, 2017 |
| Descrizione fisica | xvii, 736 p. : ill. ; 24 cm |
| Altri autori (Persone) | Nielsen, Bo Friis |
| Soggetto topico |
46-XX - Functional analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Applied probability
Ladder processes Management Science Markov Processes Matrix exponential distributions Numerical methods Operations Research Phase-type distributions Probability Theory and Stochastic Processes Random Walks Regenerative methods Renewal theory Stochastic modeling Uncertainty Quantification |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123376 |
|
Bladt, Mogens
|
||
| New York, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||