Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995

ISBN-13: 9780817639983 / Angielski / Twarda / 1998 / 375 str.

S. Cambanis; Ioannis Karatzas; Murad S. Taqqu

Opis

Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution inequalities. Also included in the text are articles on: Markovian property and extreme values; interacting particle approximation, communication networks; the Italian problem; and global dependancy measure and prediction.