{"product_id":"9783030226992","title":"Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition","description":"\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\n\n\u003cp\u003eThis book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e\u003c\/i\u003e, m = 0,1,...,∞, from the class \u003ci\u003eL\u003csub\u003e0\u003c\/sub\u003e\u003c\/i\u003e of selfdecomposable distributions to the class \u003ci\u003eL\u003c\/i\u003e\u003ci\u003e\u003csub\u003e∞\u003c\/sub\u003e\u003c\/i\u003e generated by stable distributions through convolution and convergence.\u003c\/p\u003e\u003cp\u003eThe book is divided into five chapters. Chapter 1 studies basic properties of \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e \u003c\/i\u003eclasses needed for the subsequent chapters.  Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e\u003c\/i\u003e class.\u003c\/p\u003e\u003cp\u003eChapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other.  \u003cbr\u003e\u003c\/p\u003e\u003cp\u003eChapter 4 studies multivariate subordination of a cone-parameter Lévy process by a cone-valued Lévy process.  Finally, Chapter 5 studies strictly stable and \u003ci\u003eL\u003csub\u003em\u003c\/sub\u003e\u003c\/i\u003e properties inherited by the subordinated process in multivariate subordination.\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eIn this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged.\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eThis book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on Lévy processes and infinitely divisible distributions.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cbr\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003ePublication Year: \u003c\/strong\u003e2019\u003cbr\u003e\u003cstrong\u003eImprint: \u003c\/strong\u003eSpringer International Publishing\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eFormat: P\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eWeight (Gram): 232\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003c\/p\u003e","brand":"Alfonso Rocha-Arteaga","offers":[{"title":"Default Title","offer_id":41258711220402,"sku":"9783030226992","price":77.99,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0502\/5382\/4178\/products\/3030226999.01_SCLZZZZZZZ.jpg?v=1635901050","url":"https:\/\/readabook.store\/products\/9783030226992","provider":"READABOOK BY ALKEM","version":"1.0","type":"link"}