Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995 (Trends in Mathematics) - Hardcover

Karatzas, Ioannis; Rajput, B.S.; Taqqu, M. S.

 
9780817639983: Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995 (Trends in Mathematics)

Synopsis

Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution inequalities. Also included in the text are articles on: Markovian property and extreme values; interacting particle approximation, communication networks; the Italian problem; and global dependancy measure and prediction.

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