Stable Lévy processes via Lamperti-type representations / (Record no. 10025)
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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 | |
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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 |
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 |
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Dewey Decimal Classification | Statistics & Probability | Central Library | Central Library | 20/09/2024 | EB1032 | 20/09/2024 | 20/09/2024 | eBooks |