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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Levy Processes and Infinitely Divisible Distributions

Levy Processes and Infinitely Divisible Distributions

Sato, Ken-Iti
Ken-Iti, Sato
Sato, Ken'ichi

Hardcover

Series: Cambridge Studies in Advanced Mathematics, Book 68

Medical ReferenceGeneral MathematicsProbability & Statistics

ISBN10: 0521553024
ISBN13: 9780521553025
Publisher: Cambridge University Press
Published: Nov 11 1999
Pages: 500
Weight: 2.00
Height: 1.50 Width: 6.20 Depth: 9.00
Language: English
Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time introduces stochastic processes in general. No specialist knowledge is assumed and proofs and exercises are given in detail. The author systematically studies stable and semi-stable processes and emphasizes the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will benefit from this volume.

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