Stochastic processes and related topics: in memory of stamatis cambanis 1943-1995
Auteur :
Karatzas, Ioannis / Rajput, B.S. / Taqqu, M. S.
Éditeur :
Birkhauser Boston Inc
ISBN :
9780817639983
Date de publication :
1 juil. 1998
Langue :
Anglais
Pays d'origine :
USA
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; and comparison and deviation problems.