Lévy Processes and Infinitely Divisible Distributions
ISBN: 1107656494
EAN13: 9781107656499
Language: English
Pages: 536
Edition: Revised
Dimensions: 1.00" H x 9.00" L x 6.00" W
Weight: 2.00 lbs.
Format: Paperback

Lévy Processes and Infinitely Divisible Distributions

Book Overview
L vy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of L vy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between L vy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.