國立高雄大學圖資館 |

Language: English

Back

Stochastic models with power-law tai...

Buraczewski, Dariusz.

Stochastic models with power-law tailsthe equation X = AX + B /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic models with power-law tailsby Dariusz Buraczewski, Ewa Damek, Thomas Mikosch.
Reminder of title:	the equation X = AX + B /
Author:	Buraczewski, Dariusz.
other author:	Damek, Ewa.
Published:	Cham :Springer International Publishing :2016.
Description:	xv, 320 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Markov processes.
Online resource:	http://dx.doi.org/10.1007/978-3-319-29679-1
ISBN:	9783319296791$q(electronic bk.)

Stochastic models with power-law tailsthe equation X = AX + B /
Buraczewski, Dariusz.

Stochastic models with power-law tailsthe equation X = AX + B /[electronic resource] :by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch. - Cham :Springer International Publishing :2016. - xv, 320 p. :ill., digital ;24 cm. - Springer series in operations research and financial engineering,1431-8598. - Springer series in operations research and financial engineering..

Introduction -- The Univariate Case -- Univariate Limit Theoru -- Multivariate Case -- Miscellanea -- Appendices.

ISBN: 9783319296791$q(electronic bk.)

Standard No.: 10.1007/978-3-319-29679-1doiSubjects--Topical Terms:

181910
Markov processes.

LC Class. No.: QA274 / .B87 2016

Dewey Class. No.: 519.23

Stochastic models with power-law tailsthe equation X = AX + B /
LDR:01202nmm a2200325 a 4500 001 493080
003 DE-He213
005 20160704141212.0
006 m d
007 cr nn 008maaau
008 170220s2016 gw s 0 eng d
020 $a 9783319296791$q(electronic bk.)
020 $a 9783319296784$q(paper)
024 7 $a 10.1007/978-3-319-29679-1 $2 doi
035 $a 978-3-319-29679-1
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274 $b .B87 2016
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 519.23 $2 23
090 $a QA274 $b .B945 2016
100 1 $a Buraczewski, Dariusz. $3 753641
245 1 0 $a Stochastic models with power-law tails $h [electronic resource] : $b the equation X = AX + B / $c by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a xv, 320 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer series in operations research and financial engineering, $x 1431-8598
505 0 $a Introduction -- The Univariate Case -- Univariate Limit Theoru -- Multivariate Case -- Miscellanea -- Appendices.
650 0 $a Markov processes. $3 181910
650 0 $a Stochastic analysis. $3 183332
650 0 $a Stochastic processes. $3 181874
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
650 2 4 $a Economic Theory/Quantitative Economics/Mathematical Methods. $3 731081
700 1 $a Damek, Ewa. $3 753642
700 1 $a Mikosch, Thomas. $3 191034
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer series in operations research and financial engineering. $3 567467
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-29679-1
950 $a Mathematics and Statistics (Springer-11649)