Lifetime of Excursions Through Random Walks and Levy Processes
portes grátis
Lifetime of Excursions Through Random Walks and Levy Processes
A Volume in Honour of Ron Doney's 80th Birthday
Kyprianou, Andreas E.; Chaumont, Loic
Springer Nature Switzerland AG
12/2022
355
Mole
Inglês
9783030833114
15 a 20 dias
557
Descrição não disponível.
- A Lifetime of Excursions Through Random Walks and Levy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Ito Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Levy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob-McKean Identity for Stable Levy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Levy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.
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Fluctuation Theory;Levy Processes;Random Walks;Ron Doney;Probability;Diffusions
- A Lifetime of Excursions Through Random Walks and Levy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Ito Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Levy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob-McKean Identity for Stable Levy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Levy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
