menu

Lévy Processes and Infinitely Divisible Distributions
by Ken-Iti Sato




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.

  Read Full Product Description
 
Paperback - Revised Ed.
  • $75.99
Add to Cart
+ Add to Wishlist
local_shippingFor Delivery
In Stock.
This item is Non-Returnable.
FREE Shipping for Club Members help
 
storeBuy Online Pickup At Store
search store by zipcode

 
 
New & Used Marketplace 12 copies from $67.20
 
 
 

More About Lévy Processes and Infinitely Divisible Distributions by Ken-Iti Sato

 
 
 

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.


This item is Non-Returnable.

 

Details

  • ISBN-13: 9781107656499
  • ISBN-10: 1107656494
  • Publisher: Cambridge University Press
  • Publish Date: November 2013
  • Page Count: 536
  • Dimensions: 8.9 x 6 x 1.2 inches
  • Shipping Weight: 1.7 pounds

Series: Cambridge Studies in Advanced Mathematics #68

Related Categories

 

BAM Customer Reviews