EBookClubs

Read Books & Download eBooks Full Online

EBookClubs

Read Books & Download eBooks Full Online

Book Supports of Infinitely Divisible Distributions

Download or read book Supports of Infinitely Divisible Distributions written by Herman Rubin and published by . This book was released on 1963 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been a considerable amount of recent interest in the problem of characterizing absolutely continuous infinitely divisible distributions by their Levy-Khintechine representation, and in the singular case, characterizing the dimension of the support. It is easy to give examples of infinitely divisible distributions of 0-dimensional support whose convolution is absolutely continuous. This work shows that the dimension of the marginals of a process of independ ent stationary increments can do anything consistent with dimension increasing on convolution and the marginals possibly becoming absolutely continuous. (Author).

Book L  vy Processes and Infinitely Divisible Distributions

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:

Book Infinite Divisibility of Probability Distributions on the Real Line

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.

Book On Stein s Method for Infinitely Divisible Laws with Finite First Moment

Download or read book On Stein s Method for Infinitely Divisible Laws with Finite First Moment written by Benjamin Arras and published by Springer. This book was released on 2019-04-24 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classical weak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.

Book Topics in Infinitely Divisible Distributions and L  vy Processes  Revised Edition

Download or read book Topics in Infinitely Divisible Distributions and L vy Processes Revised Edition written by Alfonso Rocha-Arteaga and published by Springer Nature. This book was released on 2019-11-02 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,∞, from the class L0 of selfdecomposable distributions to the class L∞ generated by stable distributions through convolution and convergence. The book is divided into five chapters. Chapter 1 studies basic properties of Lm classes needed for the subsequent chapters. Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of Lm class. Chapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other. Chapter 4 studies multivariate subordination of a cone-parameter Lévy process by a cone-valued Lévy process. Finally, Chapter 5 studies strictly stable and Lm properties inherited by the subordinated process in multivariate subordination. In this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged. This book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on Lévy processes and infinitely divisible distributions.

Book L  vy Processes and Infinitely Divisible Distributions

Download or read book L vy Processes and Infinitely Divisible Distributions written by 健一·佐藤 and published by . This book was released on 1999-11-11 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

Book On Quasi infinitely Divisible Distributions

Download or read book On Quasi infinitely Divisible Distributions written by Merve Kutlu and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Infinite Divisibility of Probability Distributions on the Real Line

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 550 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.

Book Infinitely Divisible Distributions  Conditions For Independence  and Central Limit Theorms

Download or read book Infinitely Divisible Distributions Conditions For Independence and Central Limit Theorms written by Rand Corporation and published by . This book was released on 1970 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book A New Decomposition of Infinitely Divisible Distributions

Download or read book A New Decomposition of Infinitely Divisible Distributions written by Damodar N. Shanbhag and published by . This book was released on 1974 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Stochastic Integrals

    Book Details:
  • Author : Henry P. McKean
  • Publisher : American Mathematical Society
  • Release : 2024-05-23
  • ISBN : 1470477874
  • Pages : 159 pages

Download or read book Stochastic Integrals written by Henry P. McKean and published by American Mathematical Society. This book was released on 2024-05-23 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. —E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

Book Classifying infinitely divisible distributions by funtional equations

Download or read book Classifying infinitely divisible distributions by funtional equations written by and published by . This book was released on 1978 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Numerical Methods for Infinitely Divisible Distributions

Download or read book Numerical Methods for Infinitely Divisible Distributions written by and published by . This book was released on 2010 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Decomposition of Multivariate Probabilities

Download or read book Decomposition of Multivariate Probabilities written by Roger Cuppens and published by Academic Press. This book was released on 2014-06-20 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Decomposition of Multivariate Probability is a nine-chapter text that focuses on the problem of multivariate characteristic functions. After a brief introduction to some useful results on measures and integrals, this book goes on dealing with the classical theory and the Fourier-Stieltjes transforms of signed measures. The succeeding chapters explore the multivariate extension of the well-known Paley-Wiener theorem on functions that are entire of exponential type and square-integrable; the theory of infinitely divisible probabilities and the classical results of Hin?in; and the decompositions of analytic characteristic functions. Other chapters are devoted to the important problem of the description of a specific class on n-variate probabilities without indecomposable factors. The final chapter studies the problem of ?-decomposition of multivariate characteristic functions. This book will prove useful to mathematicians and advance undergraduate and graduate students.