Stochastic Processes and Related Topics In Memory of Stamatis Cambanis 1943–1995
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, par...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser
1998, 1998
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| Edition: | 1st ed. 1998 |
| Series: | Trends in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Spectral Representation and Structure of Stable Self-Similar Processes
- Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums
- Almost Everywhere Convergence and SLLN Under Rearrangements
- Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables
- How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments
- Use of Stochastic Comparisons in Communication Networks
- On the Conditional Variance-Covariance of Stable Random Vectors, II
- Interacting Particle Approximation for Fractal Burgers Equation
- Optimal Transformations for Prediction in Continuous-Time Stochastic Processes
- Algebraic Methods Toward Higher-Order Probability Inequalities
- Comparison and Deviation from a Representation Formula
- Components of the Strong Markov Property
- The Russian Options
- Cycle Representations of Markov Processes: An Application to Rotational Partitions
- On Extreme Values in Stationary Random Fields
- Norming Operators for Operator-Self-Similar Processes
- Multivariate Probability Density and Regression Functions Estimation of Continuous-time Stationary Processes from Discrete-time Data
- Tracing the Path of a Wright-Fisher Process with One-way Mutation in the Case of a Large Deviation
- A Distribution Inequality for Martingales with Bounded Symmetric Differences
- Moment Comparison of Multilinear Forms in Stable and Semistable Random Variables with Application to Semistable Multiple Integrals
- Global Dependency Measure for Sets of Random Elements: “The Italian Problem” and Some Consequences