Stochastic Processes and Related Topics

出版者:Birkhäuser Boston

作者:Cambanis, S.; Karatzas, Ioannis; Taqqu, Murad S.

页数:400

出版时间:1998-07-01

价格:USD 137.00

装帧:Hardcover

isbn号码:9780817639983

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.