Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995 (Trends in Mathematics) - Hardcover

Hardcover

ISBN 10: 0817639985 ISBN 13: 9780817639983

Verlag: Birkhäuser, 1998

Inhaltsangabe

Spectral Representation and Structure of Stable Self-Similar Processes.- Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums.- Almost Everywhere Convergence and SLLN Under Rearrangements.- Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables.- How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments.- Use of Stochastic Comparisons in Communication Networks.- On the Conditional Variance-Covariance of Stable Random Vectors, II.- Interacting Particle Approximation for Fractal Burgers Equation.- Optimal Transformations for Prediction in Continuous-Time Stochastic Processes.- Algebraic Methods Toward Higher-Order Probability Inequalities.- Comparison and Deviation from a Representation Formula.- Components of the Strong Markov Property.- The Russian Options.- Cycle Representations of Markov Processes: An Application to Rotational Partitions.- On Extreme Values in Stationary Random Fields.- Norming Operators for Operator-Self-Similar Processes.- Multivariate Probability Density and Regression Functions Estimation of Continuous-time Stationary Processes from Discrete-time Data.- Tracing the Path of a Wright-Fisher Process with One-way Mutation in the Case of a Large Deviation.- A Distribution Inequality for Martingales with Bounded Symmetric Differences.- Moment Comparison of Multilinear Forms in Stable and Semistable Random Variables with Application to Semistable Multiple Integrals.- Global Dependency Measure for Sets of Random Elements: "The Italian Problem" and Some Consequences.

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Reseña del editor

Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution inequalities. Also included in the text are articles on: Markovian property and extreme values; interacting particle approximation, communication networks; the Italian problem; and global dependancy measure and prediction.

Details zur Ausgabe

• Verlag: Birkhäuser
• Erscheinungsdatum: 1998
• ISBN 10: 0817639985
• ISBN 13: 9780817639983
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 404
• Herausgeber: Karatzas Ioannis, Rajput Balram, Taqqu Murad S.
• Kontakt zum Hersteller: Nicht verfügbar