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Stochastic models with power-law tai...
~
Buraczewski, Dariusz.
Stochastic models with power-law tails = the equation X = AX + B /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Stochastic models with power-law tails/ by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch.
Reminder of title:
the equation X = AX + B /
Author:
Buraczewski, Dariusz.
other author:
Damek, Ewa.
Published:
Cham :Springer International Publishing : : 2016.,
Description:
xv, 320 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
Markov processes. -
Online resource:
http://dx.doi.org/10.1007/978-3-319-29679-1
ISBN:
9783319296791
Stochastic models with power-law tails = the equation X = AX + B /
Buraczewski, Dariusz.
Stochastic models with power-law tails
the equation X = AX + B /[electronic resource] :by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch. - Cham :Springer International Publishing :2016. - xv, 320 p. :ill., digital ;24 cm. - Springer series in operations research and financial engineering,1431-8598. - Springer series in operations research and financial engineering..
Introduction -- The Univariate Case -- Univariate Limit Theoru -- Multivariate Case -- Miscellanea -- Appendices.
ISBN: 9783319296791
Standard No.: 10.1007/978-3-319-29679-1doiSubjects--Topical Terms:
527825
Markov processes.
LC Class. No.: QA274 / .B87 2016
Dewey Class. No.: 519.23
Stochastic models with power-law tails = the equation X = AX + B /
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by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch.
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2016.
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Introduction -- The Univariate Case -- Univariate Limit Theoru -- Multivariate Case -- Miscellanea -- Appendices.
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Mathematics and Statistics (Springer-11649)
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