000 | 03884nam a22005535i 4500 | ||
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001 | 978-3-319-23138-9 | ||
003 | DE-He213 | ||
005 | 20190213151141.0 | ||
007 | cr nn 008mamaa | ||
008 | 151024s2015 gw | s |||| 0|eng d | ||
020 |
_a9783319231389 _9978-3-319-23138-9 |
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024 | 7 |
_a10.1007/978-3-319-23138-9 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
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_aPBT _2bicssc |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aAndersen, Lars Nørvang. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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245 | 1 | 0 |
_aLévy Matters V _h[electronic resource] : _bFunctionals of Lévy Processes / _cby Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon. |
250 | _a1st ed. 2015. | ||
264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2015. |
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300 |
_aXVI, 224 p. 8 illus., 7 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLévy Matters, A Subseries on Lévy Processes, _x2190-6637 ; _v2149 |
|
505 | 0 | _aMakoto 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 | _aThis 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 | _aDistribution (Probability theory. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
700 | 1 |
_aAsmussen, Søren. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aAurzada, Frank. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aGlynn, Peter W. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aMaejima, Makoto. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aPihlsgård, Mats. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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700 | 1 |
_aSimon, Thomas. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783319231372 |
776 | 0 | 8 |
_iPrinted edition: _z9783319231396 |
830 | 0 |
_aLévy Matters, A Subseries on Lévy Processes, _x2190-6637 ; _v2149 |
|
856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-319-23138-9 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
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