Download or read book A Class of Infinitely Divisible Distributions Connected to Branching Processes and Random Walks written by Lennart Bondesson and published by . This book was released on 2002 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Infinite Divisibility of Probability Distributions on the Real Line written by Fred W. Steutel and published by CRC Press. This book was released on 2003-10-03 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: Infinite Divisibility of Probability Distributions on the Real Line reassesses classical theory and presents new developments, while focusing on divisibility with respect to convolution or addition of independent random variables. This definitive, example-rich text supplies approximately 100 examples to correspond with all major chapter topics and reviews infinite divisibility in light of the central limit problem. It contrasts infinite divisibility with finite divisibility, discusses the preservation of infinite divisibility under mixing for many classes of distributions, and investigates self-decomposability and stability on the nonnegative reals, nonnegative integers, and the reals.
Download or read book L vy Processes and Infinitely Divisible Distributions written by Sato Ken-Iti and published by Cambridge University Press. This book was released on 1999 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Topics in Infinitely Divisible Distributions and L vy Processes written by Alfonso Rocha-Arteaga and published by . This book was released on 2003 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Closure Properties for Heavy Tailed and Related Distributions written by Remigijus Leipus and published by Springer Nature. This book was released on 2023-10-16 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.
Download or read book Counterexamples in Probability written by Jordan M. Stoyanov and published by Courier Corporation. This book was released on 2014-01-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: "While most mathematical examples illustrate the truth of a statement, counterexamples demonstrate a statement's falsity. Enjoyable topics of study, counterexamples are valuable tools for teaching and learning. The definitive book on the subject in regards to probability, this third edition features the author's revisions and corrections plus a substantial new appendix. 2013 edition"--
Download or read book Mathematical Reviews written by and published by . This book was released on 2006 with total page 980 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Combinatorial Stochastic Processes written by Jim Pitman and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
Download or read book Proceedings of the Seventh Conference on Probability Theory written by Marius Iosifescu and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Proceedings of the Seventh Conference on Probability Theory".
Download or read book Stable Non Gaussian Random Processes written by Gennady Samoradnitsky and published by Routledge. This book was released on 2017-11-22 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.
Download or read book L vy Matters VI written by Franziska Kühn and published by Springer. This book was released on 2017-10-05 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting some recent results on the construction and the moments of Lévy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction. Applications range from heat kernel estimates for a class of Lévy-type processes to existence and uniqueness theorems for Lévy-driven stochastic differential equations with Hölder continuous coefficients. Moreover, necessary and sufficient conditions for the existence of moments of Lévy-type processes are studied and some estimates on moments are derived. Lévy-type processes behave locally like Lévy processes but, in contrast to Lévy processes, they are not homogeneous in space. Typical examples are processes with varying index of stability and solutions of Lévy-driven stochastic differential equations. This is the sixth volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject, with special emphasis on the non-Brownian world.
Download or read book Spatial Branching Processes Random Snakes and Partial Differential Equations written by Jean-Francois Le Gall and published by Birkhäuser. This book was released on 2012-12-06 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
Download or read book Probability written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-08-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Analysis of Random Walks written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.
