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Author: Stamatis Cambanis Publisher: ISBN: Category : Languages : en Pages : 18
Book Description
Necessary and sufficient conditions are given for almost all paths of a Gaussian process to be absolutely continuous with derivative in (L sub p). Also sufficient conditions for almost sure path absolute continuity of second order processes are derived, slightly generalizing those previously known. (Author).
Author: Stamatis Cambanis Publisher: ISBN: Category : Languages : en Pages : 18
Book Description
Necessary and sufficient conditions are given for almost all paths of a Gaussian process to be absolutely continuous with derivative in (L sub p). Also sufficient conditions for almost sure path absolute continuity of second order processes are derived, slightly generalizing those previously known. (Author).
Author: Ioannis Karatzas Publisher: Springer Science & Business Media ISBN: 1461220300 Category : Mathematics Languages : en Pages : 391
Book Description
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.
Author: Daryl J. Daley Publisher: Springer Science & Business Media ISBN: 1475720017 Category : Mathematics Languages : en Pages : 720
Book Description
Stochastic point processes are sets of randomly located points in time, on the plane or in some general space. This book provides a general introduction to the theory, starting with simple examples and an historical overview, and proceeding to the general theory. It thoroughly covers recent work in a broad historical perspective in an attempt to provide a wider audience with insights into recent theoretical developments. It contains numerous examples and exercises. This book aims to bridge the gap between informal treatments concerned with applications and highly abstract theoretical treatments.
Author: Valeriĭ V. Buldygin Publisher: Springer ISBN: 3319995375 Category : Mathematics Languages : en Pages : 496
Book Description
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.
Author: Publisher: ISBN: Category : Electronic journals Languages : en Pages : 916
Book Description
Without specializing in a small number of subject areas, this journal emphasizes the most active and influential areas of current mathematics.
Author: Peter J. Brockwell Publisher: Walter de Gruyter GmbH & Co KG ISBN: 3111325202 Category : Mathematics Languages : en Pages : 673
Book Description
This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to orthogonal increment processes, spectral theory and linear prediction are treated in detail. Lévy-driven models are incorporated, extending coverage to allow for infinite variance, a variety of marginal distributions and sample paths having jumps. The necessary theory of Lévy processes and integration of deterministic functions with respect to these processes is developed at length. Special emphasis is given to the analysis of continuous-time ARMA processes.
Author: Kiyosi Itō Publisher: Elsevier ISBN: 0444875883 Category : Electronic books Languages : en Pages : 497
Book Description
Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.
Author: Stamatis Cambanis
Author: Stamatis Cambanis
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Author: Ioannis Karatzas
Author: Daryl J. Daley
Author: Valeriĭ V. Buldygin
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Author: Peter J. Brockwell
Author: Kiyosi Itō
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