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Titlebook: Lévy Matters V; Functionals of Lévy Lars N?rvang Andersen,S?ren Asmussen,Thomas Simon Book 2015 Springer International Publishing Switzerl

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發(fā)表于 2025-3-21 17:51:49 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱Lévy Matters V
副標(biāo)題Functionals of Lévy
編輯Lars N?rvang Andersen,S?ren Asmussen,Thomas Simon
視頻videohttp://file.papertrans.cn/590/589284/589284.mp4
概述Includes supplementary material:
叢書(shū)名稱Lecture Notes in Mathematics
圖書(shū)封面Titlebook: Lévy Matters V; Functionals of Lévy Lars N?rvang Andersen,S?ren Asmussen,Thomas Simon Book 2015 Springer International Publishing Switzerl
描述.This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars N?rvang Andersen, S?ren Asmussen, Peter W. Glynn and Mats Pihlsg?rd, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process..
出版日期Book 2015
關(guān)鍵詞60E07,60G18,60G51,60K20,60K35; First passage problem,; Infinitely divisible distribution,; Reflected Lé
版次1
doihttps://doi.org/10.1007/978-3-319-23138-9
isbn_softcover978-3-319-23137-2
isbn_ebook978-3-319-23138-9Series ISSN 0075-8434 Series E-ISSN 1617-9692
issn_series 0075-8434
copyrightSpringer International Publishing Switzerland 2015
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發(fā)表于 2025-3-21 22:05:19 | 只看該作者
Persistence Probabilities and Exponents,h is called the persistence exponent. The problem is well understood for random walks or Lévy processes but becomes more difficult for integrals of such processes, which are more related to physics. We survey recent results and open problems in this field.
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n while also helping them grow in the organisation through a variety of development initiatives. The last stage is that of separation, which refers to the process when an employee leaves the organisation. In this chapter, the authors provide a robust set of bias blockers at every stage of the employ
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發(fā)表于 2025-3-22 12:59:17 | 只看該作者
Makoto Maejimahical decision process that is best ignored, if not controlled, as it interferes with a logical, rational ethical decision process” (Gaudine &Thorne, 2001, p. 175; also see Eisenberg, 2000;Trevi?o et al., 2006). Yet Tenbrunsel and Smith-Crowe (2008) noted that they are “disappointed that most resear
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發(fā)表于 2025-3-22 17:50:11 | 只看該作者
Lars N?rvang Andersen,S?ren Asmussen,Peter W. Glynn,Mats Pihlsg?rdhical decision process that is best ignored, if not controlled, as it interferes with a logical, rational ethical decision process” (Gaudine &Thorne, 2001, p. 175; also see Eisenberg, 2000;Trevi?o et al., 2006). Yet Tenbrunsel and Smith-Crowe (2008) noted that they are “disappointed that most resear
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發(fā)表于 2025-3-22 22:29:16 | 只看該作者
Frank Aurzada,Thomas Simonacross levels of analysis for a holistic view on the bottlenecks to value creation as the best focal point for organizations to succeed. Barney provides numerous practical examples from pharmaceuticals to barbershops, and summarizes six empirical studies demonstrating the model‘s usefulness.
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