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612-822-4611
A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney's 80th Birthday

A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney's 80th Birthday

Hardcover

Series: Progress in Probability, Book 78

General MathematicsProbability & Statistics

ISBN10: 3030833089
ISBN13: 9783030833084
Publisher: Birkhauser
Published: Dec 1 2021
Pages: 355
Weight: 1.51
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
- A Lifetime of Excursions Through Random Walks and Lévy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney's Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Itô Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Lévy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob-McKean Identity for Stable Lévy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Lévy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.

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