Lévy Matters V (Record no. 9695)
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000 -LEADER | |
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fixed length control field | 03884nam a22005535i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-319-23138-9 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190213151141.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 151024s2015 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783319231389 |
-- | 978-3-319-23138-9 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-319-23138-9 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | thema |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Andersen, Lars Nørvang. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Lévy Matters V |
Medium | [electronic resource] : |
Remainder of title | Functionals of Lévy Processes / |
Statement of responsibility, etc | by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon. |
250 ## - EDITION STATEMENT | |
Edition statement | 1st ed. 2015. |
264 #1 - | |
-- | Cham : |
-- | Springer International Publishing : |
-- | Imprint: Springer, |
-- | 2015. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XVI, 224 p. 8 illus., 7 illus. in color. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Lévy Matters, A Subseries on Lévy Processes, |
International Standard Serial Number | 2190-6637 ; |
Volume number/sequential designation | 2149 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents. |
520 ## - SUMMARY, ETC. | |
Summary, etc | This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process. . |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
-- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Asmussen, Søren. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Aurzada, Frank. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Glynn, Peter W. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Maejima, Makoto. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Pihlsgård, Mats. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Simon, Thomas. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783319231372 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783319231396 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Lévy Matters, A Subseries on Lévy Processes, |
-- | 2190-6637 ; |
Volume number/sequential designation | 2149 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-23138-9 |
912 ## - | |
-- | ZDB-2-SMA |
912 ## - | |
-- | ZDB-2-LNM |
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