Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995

Ioannis Karatzas

ISBN 10: 0817639985 / ISBN 13: 9780817639983

Editore: Birkhauser Boston Inc, 1998

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Codice articolo C9780817639983

Dati bibliografici

• Titolo: Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995
• Editore: Birkhauser Boston Inc
• Data di pubblicazione: 1998
• Lingua: Inglese
• ISBN 10: 0817639985
• ISBN 13: 9780817639983
• Rilegatura: Hardback
• Condizione: New

Descrizione articolo

Riassunto

Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution inequalities. Also included in the text are articles on: Markovian property and extreme values; interacting particle approximation, communication networks; the Italian problem; and global dependancy measure and prediction.