{"product_id":"topics-in-infinitely-divisible-distributions-and-levy-processes-revised-edition-von-alfonso-rocha-arteaga-ken-iti-sato","title":"Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition","description":"\n                \u003cp\u003eThis book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e\n                    \u003c\/i\u003e, m = 0,1,...,∞, from the class \u003ci\u003eL\u003csub\u003e0\u003c\/sub\u003e\n                    \u003c\/i\u003e of selfdecomposable distributions to the class \u003ci\u003eL\u003c\/i\u003e\n                    \u003ci\u003e\n                        \u003csub\u003e∞\u003c\/sub\u003e\n                    \u003c\/i\u003e generated by stable distributions through convolution and convergence.\u003c\/p\u003e\n                \u003cp\u003eThe book is divided into five chapters. Chapter 1 studies basic properties of \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e \u003c\/i\u003eclasses needed for the subsequent chapters.  Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e\n                    \u003c\/i\u003e class.\u003c\/p\u003e\n                \u003cp\u003eChapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other.  \u003cbr\u003e\n                \u003c\/p\u003e\n                \u003cp\u003eChapter 4 studies multivariate subordination of a cone-parameter Lévy process by a cone-valued Lévy process.  Finally, Chapter 5 studies strictly stable and \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e\n                    \u003c\/i\u003e properties inherited by the subordinated process in multivariate subordination.\u003cbr\u003e\n                \u003c\/p\u003e\n                \u003cp\u003eIn this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged.\u003cbr\u003e\n                \u003c\/p\u003e\n                \u003cp\u003eThis book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on Lévy processes and infinitely divisible distributions.\u003c\/p\u003e\n                \u003cp\u003e \u003c\/p\u003e\n                \u003cp\u003e \u003c\/p\u003e\n                \u003cbr\u003e\n                \u003cp\u003e\u003c\/p\u003e\n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783030226992\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783030226992","offer_id":39418859520093,"sku":"9783030226992","price":64.19,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/f89f2de2-af04-48b7-b501-984de0d5ebea.jpg?v=1772169557","url":"https:\/\/shop.autorenwelt.de\/products\/topics-in-infinitely-divisible-distributions-and-levy-processes-revised-edition-von-alfonso-rocha-arteaga-ken-iti-sato","provider":"Autorenwelt Shop","version":"1.0","type":"link"}