Stable Processes and Related Topics : A Selection of Papers from the Mathematical Sciences Institute Workshop, January 9-13, 1990

Language: English

Published by Birkhäuser, 2012

1468467808 / 9781468467802

Series: Book 12 of 63 - Progress in Probability

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Druck auf Anfrage Neuware - Printed after ordering - The Workshop on Stable Processes and Related Topics took place at Cor nell University in January 9-13, 1990, under the sponsorship of the Mathemat ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference The very Central Limit Theorem which provides the fundamental justifi cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.…

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Title
Stable Processes and Related Topics : A Selection of Papers from the Mathematical Sciences Institute Workshop, January 9-13, 1990
Author
Cambanis
Publisher
Birkhäuser
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1468467808
ISBN 13
9781468467802
Item weight
494 grams
Dimensions
229x152x19 mm
Series
Book 12 of 63: Progress in Probability

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