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Levy Processes and Infinitely Divisible Distributions download pdf

Levy Processes and Infinitely Divisible Distributions download pdf

Levy Processes and Infinitely Divisible Distributions. Ken-Iti Sato

Levy Processes and Infinitely Divisible Distributions
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Author: Ken-Iti Sato
Number of Pages: 536 pages
Published Date: 23 Dec 2013
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
Format: PDF
ISBN: 9781107656499
Download Link: Levy Processes and Infinitely Divisible Distributions
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Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Levy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication.

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