Levy Processes and Infinitely Divisible Distributions

Name: Levy Processes and Infinitely Divisible Distributions
Brand: Cambridge University Press
SKU: 9780521553025
Price: 26450 KES
Availability: OutOfStock
ISBN: 9780521553025

by Ken-iti Sato

Book Details

Format Hardback

Book Series Cambridge Studies in Advanced Mathematics

ISBN-10 0521553024

ISBN-13 9780521553025

Publisher Cambridge University Press

Imprint Cambridge University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Nov 11th, 1999

Print length 500 Pages

Weight 900 grams

Dimensions 23.70 x 15.80 x 3.20 cms

Product Classification: Calculus & mathematical analysis Calculus and mathematical analysis Probability & statistics Probability and statistics

KSh 26,450.00

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Lévy processes are perhaps the most basic class of stochastic processes with a continuous time parameter. This book provides the reader with comprehensive basic knowledge of Lévy processes, and at the same time serves as an introduction to stochastic processes in general.

Levy 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 Levy 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 Levy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer.

Get Levy Processes and Infinitely Divisible Distributions by Ken-iti Sato at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 500 pages.