libcats.org
Главная

Fluctuation Theory for Lévy Processes

Обложка книги Fluctuation Theory for Lévy Processes

Fluctuation Theory for Lévy Processes

,
Levy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Levy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy" tails is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.
EPUB | FB2 | MOBI | TXT | RTF
* Конвертация файла может нарушить форматирование оригинала. По-возможности скачивайте файл в оригинальном формате.
Популярные книги за неделю:

50 рецептов для аэрогриля

Автор:
Категория: house, house, cook
Размер книги: 771 Kb

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Contemporary Theatre, Film and Television, Volume 97

Автор:
Размер книги: 3.18 Mb
Только что пользователи скачали эти книги:

Ryan, Marie-Nicole - The Man for the Job - Wing

Автор:
Размер книги: 350 Kb

Mary Stewart - The Arthurian Saga 03 - The Last Enchanment

Автор:
Размер книги: 1.83 Mb

Daniel And Daughter

Автор:
Категория: fiction
Размер книги: 92 Kb