{"product_id":"topics-in-infinitely-divisible-distributions-and-levy-processes-revised-edition-paperback","title":"Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition - Paperback","description":"\u003cp\u003eby \u003cb\u003eAlfonso Rocha-Arteaga\u003c\/b\u003e (Author), \u003cb\u003eKen-Iti Sato\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\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\u003c\/i\u003e, m = 0,1, ...,∞, from the class \u003ci\u003eL\u003csub\u003e0\u003c\/sub\u003e\u003c\/i\u003e of selfdecomposable distributions to the class \u003ci\u003eL\u003c\/i\u003e\u003ci\u003e\u003csub\u003e∞\u003c\/sub\u003e\u003c\/i\u003e generated by stable distributions through convolution and convergence.\u003c\/p\u003e\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\u003c\/i\u003e class.\u003c\/p\u003e\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\u003c\/p\u003e\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\u003c\/i\u003e properties inherited by the subordinated process in multivariate subordination.\u003cbr\u003e\u003c\/p\u003e\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\u003c\/p\u003e\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\u003cp\u003e \u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cbr\u003e\u003cp\u003e\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 135\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.31 x 9.21 x 6.14 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e November 06, 2019\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":53531928068394,"sku":"9783030226992","price":124.91,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1016\/7910\/4298\/files\/2BxljddXi-9783030226992.webp?v=1794419440","url":"https:\/\/corporatelinguaacademy.com\/products\/topics-in-infinitely-divisible-distributions-and-levy-processes-revised-edition-paperback","provider":"Corporate Lingua Academy","version":"1.0","type":"link"}