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Stable Lévy processes via Lamperti-type representations / (Record no. 10025)

MARC details
000 -LEADER
fixed length control field 02393nam a2200373 i 4500
001 - CONTROL NUMBER
control field CR9781108648318
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240920185727.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180530s2022||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781108648318 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781108480291 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.73
Item number .K975 2022
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2/82
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kyprianou, Andreas E.,
Relator term author.
245 10 - TITLE STATEMENT
Title Stable Lévy processes via Lamperti-type representations /
Statement of responsibility, etc. Andreas E. Kyprianou, Juan Carlos Pardo.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2022.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xx, 463 pages) :
Other physical details digital, PDF file(s).
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Institute of Mathematical Statistics monographs
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 23 Mar 2022).
520 ## - SUMMARY, ETC.
Summary, etc. Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type representation as the space-time path transformation of so-called Markov additive processes (MAPs). This completely new mathematical treatment takes advantage of the fact that the underlying MAP for stable processes can be explicitly described in one dimension and semi-explicitly described in higher dimensions, and uses this approach to catalogue a large number of explicit results describing the path fluctuations of stable Lévy processes in one and higher dimensions. Written for graduate students and researchers in the field, this book systemically establishes many classical results as well as presenting many recent results appearing in the last decade, including previously unpublished material. Topics explored include first hitting laws for a variety of sets, path conditionings, law-preserving path transformations, the distribution of extremal points, growth envelopes and winding behaviour.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Lévy processes.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stochastic processes.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Pardo, Juan Carlos,
Dates associated with a name 1976-
Relator term author.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
International Standard Book Number 9781108480291
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Institute of Mathematical Statistics monographs.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/9781108648318">https://doi.org/10.1017/9781108648318</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type eBooks
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Date acquired Total checkouts Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Statistics & Probability Central Library Central Library 20/09/2024   EB1032 20/09/2024 20/09/2024 eBooks