Stochastic processes : theory and methods /
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| Edition: | 1st ed. |
|---|---|
| Imprint: | Amsterdam ; New York : Elsevier, 2001. |
| Description: | xvii, 967 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Handbook of statistics . v. 19 Handbook of statistics (Amsterdam, Netherlands. v. 19 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4472035 |
Table of Contents:
- Ch. 1. Pareto Processes / Barry C. Arnold
- Ch. 2. Branching Processes / K. B. Athreya and A. N. Vidyashankar
- Ch. 3. Inference in Stochastic Processes / I. V. Basawa
- Ch. 4. Topics in Poisson Approximation / A. D. Barbour
- Ch. 5. Some Elements on Levy Processes / Jean Bertoin
- Ch. 6. Iterated Random Maps and Some Classes of Markov Processes / Rabi Bhattacharya and Edward C. Waymire
- Ch. 7. Random Walk and Fluctuation Theory / N. H. Bingham
- Ch. 8. A Semigroup Representation and Asymptotic Behavior of Certain Statistics of the Fisher-Wright-Moran Coalescent / Adam Bobrowski, Marek Kimmel and Ovide Arino / [et al.]
- Ch. 9. Continuous-Time ARMA Processes / P. J. Brockwell
- Ch. 10. Record Sequences and their Applications / John Bunge and Charles M. Goldie
- Ch. 11. Stochastic Networks with Product Form Equilibrium / Hans Daduna
- Ch. 12. Stochastic Processes in Insurance and Finance / Paul Embrechts, Rudiger Frey and Hansjorg Furrer
- Ch. 13. Renewal Theory / D. R. Grey
- Ch. 14. The Kolmogorov Isomorphism Theorem and Extensions to some Nonstationary Processes / Yuichiro Kakihara
- Ch. 15. Stochastic Processes in Reliability / Masaaki Kijima, Haijun Li and Moshe Shaked
- Ch. 16. On the supports of Stochastic Processes of Multiplicity One / A. Klopotowski and M. G. Nadkarni
- Ch. 17. Gaussian Processes: Inequalities, Small Ball Probabilities and Applications / W. V. Li and Q.-M. Shao
- Ch. 18. Point Processes and Some Related Processes / Robin K. Milne
- Ch. 19. Characterization and Identifiability for Stochastic Processes / B. L. S. Prakasa Rao
- Ch. 20. Associated Sequences and Related Inference Problems / B. L. S. Prakasa Rao and Isha Dewan
- Ch. 21. Exchangeability, Functional Equations, and Characterizations / C. R. Rao and D. N. Shanbhag
- Ch. 22. Martingales and Some Applications / M. M. Rao
- Ch. 23. Markov Chains: Structure and Applications / R. L. Tweedie
- Ch. 24. Diffusion Processes / S. R. S. Varadhan
- Ch. 25. Ito's Stochastic Calculus and Its Applications / S. Watanabe.
