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Air Force Fifty
  • Language: en
  • Pages: 206

Air Force Fifty

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Fluctuation Theory for Lévy Processes
  • Language: en
  • Pages: 168

Fluctuation Theory for Lévy Processes

Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.

Final supplement to the environmental impact statement for an amendment to the Pacific Northwest regional guide
  • Language: en
  • Pages: 628
Final Supplement to the Environmental Impact Statement for an Amendment to the Pacific Northwest Regional Guide: Appendices
  • Language: en
  • Pages: 618
A Lifetime of Excursions Through Random Walks and Lévy Processes
  • Language: en

A Lifetime of Excursions Through Random Walks and Lévy Processes

  • Type: Book
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  • Published: 2022-12-02
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  • Publisher: Birkhäuser

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

Séminaire de Probabilités XXXVIII
  • Language: en
  • Pages: 402

Séminaire de Probabilités XXXVIII

  • Type: Book
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  • Published: 2004-11-15
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  • Publisher: Springer

Besides 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.

Lévy Processes
  • Language: en
  • Pages: 414

Lévy Processes

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the...

Pacific Northwest Region Plan Standards and Guidelines
  • Language: en
  • Pages: 640

Pacific Northwest Region Plan Standards and Guidelines

  • Type: Book
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  • Published: 1984
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  • Publisher: Unknown

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Rogue River National Forest
  • Language: en
  • Pages: 644

Rogue River National Forest

  • Type: Book
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  • Published: 1990
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  • Publisher: Unknown

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Siskiyou National Forest (N.F.), Silver Fire Recovery Project
  • Language: en
  • Pages: 830

Siskiyou National Forest (N.F.), Silver Fire Recovery Project

  • Type: Book
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  • Published: 1988
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  • Publisher: Unknown

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