Students t-Distribution and Related Stochastic Processes

Name: Students t-Distribution and Related Stochastic Processes
Brand: Springer Nature
SKU: 9783642311468
Availability: InStock

Best Price (Coupon Required):
Buy Students t-Distribution and Related Stochastic Processes for $27.00 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $29.99 - $29.99

BEST PRICE

Single Product Purchase

$27.00

@ Link.springer.com with extra coupon

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$29.99	$29.99		10% OFF This deals requires coupon	$27.00		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783642311468

Condition

New

Product Description

This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Students distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lvy processes as Thorin subordinated Gaussian Lvy processes. A broad class of one-dimensional, strictly stationary diffusions with the Students t-marginal distribution are defined as the unique weak solution for the stochastic differential equation. Using the independently scattered random measures generated by the bi-variate centred Student-Lvy process, and stochastic integration theory, a univariate, strictly stationary process with the centred Students t- marginals and the arbitrary correlation structure are defined. As a promising direction for future work in constructing and analysing new multivariate Student-Lvy type processes, the notion of Lvy copulas and the related analogue of Sklars theorem are explained.

Available Colors

N/A

Available Sizes

N/A