Fluctuations of Spectrally Negative Markov Additive Processes
Author: Andreas E. Kyprianou
Publisher:
Published: 2003
Total Pages: 17
ISBN-13:
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Author: Andreas E. Kyprianou
Publisher:
Published: 2003
Total Pages: 17
ISBN-13:
DOWNLOAD EBOOKAuthor: Catherine Donati-Martin
Publisher: Springer Science & Business Media
Published: 2008-05-07
Total Pages: 459
ISBN-13: 3540779124
DOWNLOAD EBOOKStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Author: Jevgenijs Ivanovs
Publisher:
Published: 2009
Total Pages: 8
ISBN-13:
DOWNLOAD EBOOKAuthor: Krzysztof Dębicki
Publisher: Springer
Published: 2015-08-06
Total Pages: 256
ISBN-13: 3319206931
DOWNLOAD EBOOKThe book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
Author: Catherine Donati-Martin
Publisher: Springer Nature
Published: 2022-05-13
Total Pages: 399
ISBN-13: 3030964094
DOWNLOAD EBOOKThis volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.
Author: Michel Émery
Publisher: Springer
Published: 2004-11-15
Total Pages: 402
ISBN-13: 3540314490
DOWNLOAD EBOOKBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.
Author:
Publisher: ScholarlyEditions
Published: 2013-05-01
Total Pages: 314
ISBN-13: 1490110828
DOWNLOAD EBOOKIssues in Statistics, Decision Making, and Stochastics: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Regular and Chaotic Dynamics. The editors have built Issues in Statistics, Decision Making, and Stochastics: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Regular and Chaotic Dynamics in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Statistics, Decision Making, and Stochastics: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Author:
Publisher:
Published: 2008
Total Pages: 484
ISBN-13:
DOWNLOAD EBOOKContents of 1-14 (1966/67-1978/79) in v. 15 (1979/80)
Author: Vladimir Panov
Publisher: Springer
Published: 2017-11-21
Total Pages: 506
ISBN-13: 331965313X
DOWNLOAD EBOOKThis book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Author: Elja Arjas
Publisher:
Published: 1972
Total Pages:
ISBN-13:
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