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L vy Matters V [electronic resource] : Functionals of L vy Processes / by Lars N rvang Andersen, S ren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsg rd, Thomas Simon.

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dc.contributor.author Andersen, Lars N rvang. author.
dc.contributor.author Asmussen, S ren. author.
dc.contributor.author Aurzada, Frank. author.
dc.contributor.author Glynn, Peter W. author.
dc.contributor.author Maejima, Makoto. author.
dc.contributor.author Pihlsg rd, Mats. author.
dc.contributor.author Simon, Thomas. author.
dc.contributor.author SpringerLink (Online service)
dc.date.accessioned 2017-12-01T05:31:03Z
dc.date.available 2017-12-01T05:31:03Z
dc.date.created 2015.
dc.date.issued 2015
dc.identifier.isbn 9783319231389
dc.identifier.uri http://dspace.conacyt.gov.py/xmlui/handle/123456789/15188
dc.description XVI, 224 p. 8 illus., 7 illus. in color.
dc.description.abstract This three-chapter volume concerns the distributions of certain functionals of L vy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain L vy processes via stochastic integration. The second chapter, by Lars N rvang Andersen, S ren Asmussen, Peter W. Glynn and Mats Pihlsg rd, concerns L vy processes reflected at two barriers, where reflection is formulated 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 L vy process. .
dc.description.tableofcontents Makoto Maejima: Classes of infinitely divisible distributions and examples -- Lars N rvang Andersen, S ren Asmussen, Peter W. Glynn and Mats Pihlsgard: L vy processes with two-sided reflection -- Persistence probabilities and exponents -- Frank Aurzada and Thomas Simon: Persistence probabilities and exponents.
dc.language eng
dc.publisher Cham : Springer International Publishing : Imprint: Springer, 2015.
dc.relation.ispartofseries Springer eBooks
dc.relation.ispartofseries Lecture Notes in Mathematics, 0075-8434 ; 2149
dc.relation.ispartofseries Lecture Notes in Mathematics, 0075-8434 ; 2149
dc.relation.uri http://cicco.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-23138-9
dc.subject Mathematics.
dc.subject Probabilities.
dc.subject Mathematics.
dc.subject Probability Theory and Stochastic Processes.
dc.subject.ddc 519.2 23
dc.subject.lcc QA273.A1-274.9
dc.subject.lcc QA274-274.9
dc.subject.other Mathematics and Statistics (Springer-11649)
dc.title L vy Matters V [electronic resource] : Functionals of L vy Processes / by Lars N rvang Andersen, S ren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, Mats Pihlsg rd, Thomas Simon.
dc.type text
dc.identifier.doi 10.1007/978-3-319-23138-9
dc.description.edition 1st ed. 2015.
dc.identifier.bib 978-3-319-23138-9
dc.format.rdamedia computer
dc.format.rdacarrier online resource
dc.format.rda text file PDF


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