{"product_id":"9783642311451","title":"Student’s t-Distribution and Related Stochastic Processes","description":"This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian Lévy processes. A broad class of one-dimensional, strictly stationary diffusions with the Student’s \u003ci\u003et\u003c\/i\u003e-marginal distribution are defined as the unique weak solution for the stochastic differential equation. Using the independently scattered random measures generated by the bi-variate centred Student-Lévy process, and stochastic integration theory, a univariate, strictly stationary process with the centred Student’s \u003ci\u003et-\u003c\/i\u003e marginals and the arbitrary correlation structure are defined. As a promising direction for future work in constructing and analysing new multivariate Student-Lévy type processes, the notion of Lévy copulas and the related analogue of Sklar’s theorem are explained.\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003ePublication Year: \u003c\/strong\u003e2013\u003cbr\u003e\u003cstrong\u003eImprint: \u003c\/strong\u003eSpringer Berlin Heidelberg\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eFormat: P\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eWeight (Gram): 1825\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":"Bronius Grigelionis","offers":[{"title":"Default Title","offer_id":41241981190322,"sku":"9783642311451","price":62.32,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0502\/5382\/4178\/products\/3642311458.01_SCLZZZZZZZ.jpg?v=1635518077","url":"https:\/\/readabook.store\/products\/9783642311451","provider":"READABOOK BY ALKEM","version":"1.0","type":"link"}