A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. The need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Levy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Levy processes and their enormous flexibility in modeling tails, dependence and path behavior.
This volume, with an excellent...
A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. The need f...
Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several decades. However, there has been a tendency for the resulting publications to be scattered widely in the scientific litera- ture and consequently to provide a less coherent resource than might otherwise be hoped for. In particular, cross-reference between the literature on desert and coastal morphology, on the deterioration of wind affected soils, and on the process mechanics of the grain/air- flow system has been disappointing. A successful...
Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several dec...
Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several decades. However, there has been a tendency for the resulting publications to be scattered widely in the scientific litera- ture and consequently to provide a less coherent resource than might otherwise be hoped for. In particular, cross-reference between the literature on desert and coastal morphology, on the deterioration of wind affected soils, and on the process mechanics of the grain/air- flow system has been disappointing. A successful...
Wind erosion has such a pervasive influence on environmental and agricultural matters that academic interest in it has been continuous for several dec...
This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements...
This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at s...
O. E. Barndorff-Nielsen OLE E. Barndorff-Nielsen Preben Blaesild
The present set of notes grew out of our interest in the study of statistical transformation models, in particular exponential transfor- mation models. The latter class comprises as special cases all fully tractable models for mUltivariate normal observations. The theory of decomposition and invariance of measures provides essential tools for the study of transformation models. While the major aspects of that theory are treated in a number of mathematical monographs, mostly as part of much broader contexts, we have found no single account in the literature which is sufficiently comprehensive...
The present set of notes grew out of our interest in the study of statistical transformation models, in particular exponential transfor- mation models...
A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Levy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Levy processes. Researchers and practitioners...
A Levy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingale...