Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse disciplines such as probability theory, real and functional analysis, group theory, analytic number theory, and group renormalization in mathematical physics, to name a few. This book lays the foundation of aspects of the rapidly developing subject of random fields, and is designed for a second graduate course in probability and beyond. Its intended audience is pure, as well as applied, mathematicians.
Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse discipl...
Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse disciplines such as probability theory, real and functional analysis, group theory, analytic number theory, and group renormalization in mathematical physics, to name a few. This book lays the foundation of aspects of the rapidly developing subject of random fields, and is designed for a second graduate course in probability and beyond. Its intended audience is pure, as well as applied, mathematicians.
Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse discipl...
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Rene Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.
Rene Schilling s notes are an expanded version of his course on Levy and Levy-type processes, the purpose of which is two-fold: on the one hand, the course presents in detail selected properties of the Levy processes, mainly as Markov processes, and their different constructions, eventually leading to the celebrated Levy-Ito decomposition. On the other, it identifies the infinitesimal generator of the Levy...
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Rene Schilling, respectively, at the second Barcelona Summe...
