Levy Processes and Infinitely Divisible Distributions Ken-iti Sato

ISBN: 9780521553025

Published: January 24th 2007

Hardcover

500 pages


Description

Levy Processes and Infinitely Divisible Distributions  by  Ken-iti Sato

Levy Processes and Infinitely Divisible Distributions by Ken-iti Sato
January 24th 2007 | Hardcover | PDF, EPUB, FB2, DjVu, audiobook, mp3, ZIP | 500 pages | ISBN: 9780521553025 | 7.58 Mb

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the sameMoreLevy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Levy processes, and at the same time introduces stochastic processes in general.

No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.



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