語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Levy matters V = functionals of Levy...
~
Andersen, Lars Norvang.
Levy matters V = functionals of Levy processes /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Levy matters V/ by Lars Norvang Andersen ... [et al.].
其他題名:
functionals of Levy processes /
其他題名:
Levy matters 5
其他作者:
Andersen, Lars Norvang.
出版者:
Cham :Imprint: Springer, : 2015.,
面頁冊數:
xvi, 224 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:
Springer eBooks
標題:
Probability Theory and Stochastic Processes. -
電子資源:
http://dx.doi.org/10.1007/978-3-319-23138-9
ISBN:
9783319231389
Levy matters V = functionals of Levy processes /
Levy matters V
functionals of Levy processes /[electronic resource] :Levy matters 5by Lars Norvang Andersen ... [et al.]. - Cham :Imprint: Springer,2015. - xvi, 224 p. :ill. (some col.), digital ;24 cm. - Lecture notes in mathematics,21490075-8434 ;. - Lecture notes in mathematics ;1943..
Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard: Levy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.
This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration. The second chapter, by Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard, concerns Levy processes reflected at two barriers, where reflection is formulated a la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Levy process
ISBN: 9783319231389
Standard No.: 10.1007/978-3-319-23138-9doiSubjects--Topical Terms:
593945
Probability Theory and Stochastic Processes.
LC Class. No.: QA274.73
Dewey Class. No.: 519.282
Levy matters V = functionals of Levy processes /
LDR
:02517nam a2200349 a 4500
001
838680
003
DE-He213
005
20160412085359.0
006
m d
007
cr nn 008maaau
008
160616s2015 gw s 0 eng d
020
$a
9783319231389
$q
(electronic bk.)
020
$a
9783319231372
$q
(paper)
024
7
$a
10.1007/978-3-319-23138-9
$2
doi
035
$a
978-3-319-23138-9
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA274.73
072
7
$a
PBT
$2
bicssc
072
7
$a
PBWL
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
082
0 4
$a
519.282
$2
23
090
$a
QA274.73
$b
.L668 2015
245
0 0
$a
Levy matters V
$h
[electronic resource] :
$b
functionals of Levy processes /
$c
by Lars Norvang Andersen ... [et al.].
246
3
$a
Levy matters 5
260
$a
Cham :
$c
2015.
$b
Imprint: Springer,
$b
Springer International Publishing :
300
$a
xvi, 224 p. :
$b
ill. (some col.), digital ;
$c
24 cm.
490
1
$a
Lecture notes in mathematics,
$x
0075-8434 ;
$v
2149
505
0
$a
Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard: Levy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.
520
$a
This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration. The second chapter, by Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard, concerns Levy processes reflected at two barriers, where reflection is formulated a la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Levy process
650
2 4
$a
Probability Theory and Stochastic Processes.
$3
593945
650
0
$a
Probabilities.
$3
527847
650
0
$a
Mathematics.
$3
527692
650
0
$a
Levy processes.
$3
676238
700
1
$a
Andersen, Lars Norvang.
$3
1069963
710
2
$a
SpringerLink (Online service)
$3
593884
773
0
$t
Springer eBooks
830
0
$a
Lecture notes in mathematics ;
$v
1943.
$3
882220
856
4 0
$u
http://dx.doi.org/10.1007/978-3-319-23138-9
950
$a
Mathematics and Statistics (Springer-11649)
筆 0 讀者評論
多媒體
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入