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

Contributor(s): Cambanis, S (Author), Karatzas, Ioannis (Author), Taqqu, Murad S (Author), Karatzas, I (Editor), Rajput, B S (Editor), Taqqu, M S (Editor), Karatzas, Ioannis (Editor), Rajput, Balram (Editor), Taqqu, Murad S (Editor)

ISBN: 9780817639983

Publisher: Birkhauser

Hardcover
$99.99
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Pub Date: July 1, 1998

Dewey: 519.23

LCCN: 98016658

Lexile Code: 0000

Features: Illustrated

Target Age Group: NA to NA

Physical Info: 0.94" H x 9.21" L x 6.14" W ( 1.63 lbs) 404 pages

Series: Trends in Mathematics

Descriptions, Reviews, etc.

Description: Spectral Representation and Structure of Stable Self-Similar Processes.- Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums.- Almost Everywhere Convergence and SLLN Under Rearrangements.- Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables.- How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments.- Use of Stochastic Comparisons in Communication Networks.- On the Conditional Variance-Covariance of Stable Random Vectors, II.- Interacting Particle Approximation for Fractal Burgers Equation.- Optimal Transformations for Prediction in Continuous-Time Stochastic Processes.- Algebraic Methods Toward Higher-Order Probability Inequalities.- Comparison and Deviation from a Representation Formula.- Components of the Strong Markov Property.- The Russian Options.- Cycle Representations of Markov Processes: An Application to Rotational Partitions.- On Extreme Values in Stationary Random Fields.- Norming Operators for Operator-Self-Similar Processes.- Multivariate Probability Density and Regression Functions Estimation of Continuous-time Stationary Processes from Discrete-time Data.- Tracing the Path of a Wright-Fisher Process with One-way Mutation in the Case of a Large Deviation.- A Distribution Inequality for Martingales with Bounded Symmetric Differences.- Moment Comparison of Multilinear Forms in Stable and Semistable Random Variables with Application to Semistable Multiple Integrals.- Global Dependency Measure for Sets of Random Elements: "The Italian Problem" and Some Consequences.

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