The Resource Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book)
Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book)
Resource Information
The item Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process
- Language
- eng
- Extent
- 1 online resource (xvi, 224 pages)
- Contents
-
- Makoto Maejima: Classes of infinitely divisible distributions and examples
- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection
- Persistence probabilities and exponents
- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents
- Isbn
- 9783319231389
- Label
- Lévy matters V : functionals of Lévy processes
- Title
- Lévy matters V
- Title remainder
- functionals of Lévy processes
- Statement of responsibility
- by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon
- Title variation
- Lévy matters 5
- Language
- eng
- Summary
- This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process
- Cataloging source
- NUI
- Dewey number
-
- 519.2/82
- 519.2
- Illustrations
- illustrations
- Image bit depth
- 0
- Index
- no index present
- LC call number
-
- QA274.73
- QA273.A1-274.9
- QA274-274.9
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
-
- Andersen, Lars Nørvang
- Asmussen, Søren
- Aurzada, Frank
- Glynn, Peter W.
- Maejima, Makoto
- Pihlsgård, Mats
- Simon, Thomas
- Series statement
-
- Lecture notes in mathematics,
- Lévy matters
- Series volume
-
- 2149
- 5
- http://library.link/vocab/subjectName
-
- Lévy processes
- Mathematics
- Probabilities
- Probability Theory and Stochastic Processes
- Label
- Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book)
- Antecedent source
- mixed
- Bibliography note
- Includes bibliographical references
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- not applicable
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents
- Control code
- SPR932168693
- Dimensions
- unknown
- Extent
- 1 online resource (xvi, 224 pages)
- File format
- multiple file formats
- Form of item
- online
- Isbn
- 9783319231389
- Level of compression
- uncompressed
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-319-23138-9
- Other physical details
- illustrations (some color)
- Quality assurance targets
- absent
- Reformatting quality
- access
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
- Label
- Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book)
- Antecedent source
- mixed
- Bibliography note
- Includes bibliographical references
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- not applicable
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgard: Lévy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents
- Control code
- SPR932168693
- Dimensions
- unknown
- Extent
- 1 online resource (xvi, 224 pages)
- File format
- multiple file formats
- Form of item
- online
- Isbn
- 9783319231389
- Level of compression
- uncompressed
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-319-23138-9
- Other physical details
- illustrations (some color)
- Quality assurance targets
- absent
- Reformatting quality
- access
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/L%C3%A9vy-matters-V--functionals-of-L%C3%A9vy-processes/V9hTZzDjxGI/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/L%C3%A9vy-matters-V--functionals-of-L%C3%A9vy-processes/V9hTZzDjxGI/">Lévy matters V : functionals of Lévy processes, by Lars Nørvang Andersen, Søren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsgård, Thomas Simon, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
