Student's t-distribution and related stochastic processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Heidelberg [u.a.]
Springer
2013
|
| Series: | SpringerBriefs in Statistics
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Physical Description: | XI, 99 S. 235 mm x 155 mm |
| ISBN: | 3642311458 9783642311451 |
Staff View
MARC
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Record in the Search Index
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| adam_text |
IMAGE 1
1 INTRODUCTION 1
REFERENCES 6
2 ASYMPTOTICS 9
2.1 ASYMPTOTIC BEHAVIOR OF STUDENT'S PDF 9
2.2 ASYMPTOTIC DISTRIBUTIONS FOR EXTREMAL AND RECORD VALUES 13
REFERENCES 19
3 PRELIMINARIES OF LEVY PROCESSES 21
3.1 LEVY-ITO DECOMPOSITION 21
3.2 SELF-DECOMPOSABLE LEVY PROCESSES 24
3.3 LEVY SUBORDINATORS 28
3.4 SUBORDINATED LEVY PROCESSES 38
REFERENCES 39
4 STUDENT-LEVY PROCESSES 41
REFERENCES 50
5 STUDENT OU-TYPE PROCESSES 51
REFERENCES 56
6 STUDENT DIFFUSION PROCESSES 57
6.1 H-DIFFUSIONS 57
6.2 STUDENT DIFFUSIONS 61
6.3 POINT MEASURES OF E-UPCROSSINGS FOR STUDENT DIFFUSIONS 66
6.4 KOLMOGOROV-PEARSON DIFFUSIONS 69
REFERENCES 74
7 MISCELLANEA 77
7.1 MIXED MOMENTS OF STUDENT'S /-DISTRIBUTIONS 77
I X
HTTP://D-NB.INFO/1022534300
IMAGE 2
X CONTENTS
7.2 LONG-RANGE DEPENDENT STATIONARY STUDENT PROCESSES 81
7.3 LEVY COPULAS 87
REFERENCES 90
APPENDIX A: BESSEL FUNCTIONS 93
INDEX 97 |
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| author_facet | Grigelionis, Bronius |
| author_role | aut |
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| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| indexdate | 2024-08-21T00:12:57Z |
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| isbn | 3642311458 9783642311451 |
| language | English |
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| physical | XI, 99 S. 235 mm x 155 mm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| series2 | SpringerBriefs in Statistics |
| spelling | Grigelionis, Bronius Verfasser aut Student's t-distribution and related stochastic processes Bronius Grigelionis Heidelberg [u.a.] Springer 2013 XI, 99 S. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier SpringerBriefs in Statistics t-Verteilung (DE-588)4300601-2 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf t-Verteilung (DE-588)4300601-2 s Lévy-Prozess (DE-588)4463623-4 s Diffusionsprozess (DE-588)4274463-5 s DE-604 Erscheint auch als Online-Ausgabe 978-3-642-31146-8 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4044005&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025300871&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Grigelionis, Bronius Student's t-distribution and related stochastic processes t-Verteilung (DE-588)4300601-2 gnd Diffusionsprozess (DE-588)4274463-5 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| subject_GND | (DE-588)4300601-2 (DE-588)4274463-5 (DE-588)4463623-4 |
| title | Student's t-distribution and related stochastic processes |
| title_auth | Student's t-distribution and related stochastic processes |
| title_exact_search | Student's t-distribution and related stochastic processes |
| title_full | Student's t-distribution and related stochastic processes Bronius Grigelionis |
| title_fullStr | Student's t-distribution and related stochastic processes Bronius Grigelionis |
| title_full_unstemmed | Student's t-distribution and related stochastic processes Bronius Grigelionis |
| title_short | Student's t-distribution and related stochastic processes |
| title_sort | student s t distribution and related stochastic processes |
| topic | t-Verteilung (DE-588)4300601-2 gnd Diffusionsprozess (DE-588)4274463-5 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| topic_facet | t-Verteilung Diffusionsprozess Lévy-Prozess |
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