Artículos relacionados a Stochastic Processes and Orthogonal Polynomials: 146...
Sinopsis
It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [74], and S. Kar lin and J. L. McGregor [59] established another important connection. They expressed the transition probabilities of a birth and death process by means of a spectral representation, the so-called Karlin-McGregor representation, in terms of orthogonal polynomials. In the following years these relation ships were developed further. Many birth and death models were related to specific orthogonal polynomials. H. Ogura [87], in 1972, and D. D. En gel [45], in 1982, found an integral relation between the Poisson process and the Charlier polynomials. Some people clearly felt the potential im portance of orthogonal polynomials in probability theory. For example, P. Diaconis and S. Zabell [29] related Stein equations for some well-known distributions, including Pearson's class, with the corresponding orthogonal polynomials. The most important orthogonal polynomials are brought together in the so-called Askey scheme of orthogonal polynomials. This scheme classifies the hypergeometric orthogonal polynomials that satisfy some type of differ ential or difference equation and stresses the limit relations between them.
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor
It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [74], and S. Kar lin and J. L. McGregor [59] established another important connection. They expressed the transition probabilities of a birth and death process by means of a spectral representation, the so-called Karlin-McGregor representation, in terms of orthogonal polynomials. In the following years these relation ships were developed further. Many birth and death models were related to specific orthogonal polynomials. H. Ogura [87], in 1972, and D. D. En gel [45], in 1982, found an integral relation between the Poisson process and the Charlier polynomials. Some people clearly felt the potential im portance of orthogonal polynomials in probability theory. For example, P. Diaconis and S. Zabell [29] related Stein equations for some well-known distributions, including Pearson's class, with the corresponding orthogonal polynomials. The most important orthogonal polynomials are brought together in the so-called Askey scheme of orthogonal polynomials. This scheme classifies the hypergeometric orthogonal polynomials that satisfy some type of differ ential or difference equation and stresses the limit relations between them.
Reseña del editor
The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relations between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic analysis for birth-death processes and diffusions, martingale relations for Lévy processes, stochastic integrals and Stein's approximation method. Almost all well-known orthogonal polynomials, which are brought together in the so-called Askey Scheme, come into play. This volume clearly illustrates the powerful mathematical role of orthogonal polynomials in the analysis of stochastic processes and is made accessible for all mathematicians with a basic background in probability theory and mathematical analysis. Wim Schoutens is a Postdoctoral Researcher of the Fund for Scientific Research-Flanders (Belgium). He received his PhD in Science from the Catholic University of Leuven, Belgium.
"Sobre este título" puede pertenecer a otra edición de este libro.
Comprar nuevo
Ver este artículo
EUR 92,27
EUR 19,49 gastos de envío desde Alemania a España
Destinos, gastos y plazos de envío
Resultados de la búsqueda para Stochastic Processes and Orthogonal Polynomials: 146...
Imagen del vendedor
Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146)
Librería: LOROS Bookshop, Leicester, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Soft cover. Condición: Very Good. Card covers very clean, very mild creasing of lower outer corner, which continues into leaves of book. Internally, clean and free from markings or annotation. Seller image provided. For further helpful synopsis and reviews try clicking on 'bookseller image'. Selling books since 1999, all proceeds help fund LOROS Charity Hospice. Nº de ref. del artículo: 000415
Cantidad disponible: 1 disponibles
Imagen de archivo
Stochastic Processes and Orthogonal Polynomials
Librería: ThriftBooks-Atlanta, AUSTELL, GA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 0.59. Nº de ref. del artículo: G038795015XI4N00
Cantidad disponible: 1 disponibles
Imagen de archivo
Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, Band 146).
Publicado por
Springer-Verlag New York, Inc., 2000
ISBN 10: 038795015X
ISBN 13: 9780387950150
Antiguo o usado
Broschiert
Librería: Antiquariat Bernhardt, Kassel, Alemania
Calificación del vendedor: 5 de 5 estrellas
Broschiert. Condición: Sehr gut. Lecture Notes in Statistics, Band 146. Zust: Gutes Exemplar. XIII, 163 Seiten, Englisch 270g. Nº de ref. del artículo: 493407
Cantidad disponible: 1 disponibles
Imagen del vendedor
Stochastic Processes and Orthogonal Polynomials
Impresión bajo demandaLibrería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1 The Askey Scheme of Orthogonal Polynomials.- 2.1 Markov Processes.- 3 Birth and Death Processes, Random Walks, and Orthogonal Polynomials.- 4 Sheffer Systems.- 5 Orthogonal Polynomials in Stochastic Integration Theory.- Stein Approximation and Orthogonal . Nº de ref. del artículo: 5912289
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Processes and Orthogonal Polynomials
Publicado por
Springer New York Apr 2000, 2000
ISBN 10: 038795015X
ISBN 13: 9780387950150
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [74], and S. Kar lin and J. L. McGregor [59] established another important connection. They expressed the transition probabilities of a birth and death process by means of a spectral representation, the so-called Karlin-McGregor representation, in terms of orthogonal polynomials. In the following years these relation ships were developed further. Many birth and death models were related to specific orthogonal polynomials. H. Ogura [87], in 1972, and D. D. En gel [45], in 1982, found an integral relation between the Poisson process and the Charlier polynomials. Some people clearly felt the potential im portance of orthogonal polynomials in probability theory. For example, P. Diaconis and S. Zabell [29] related Stein equations for some well-known distributions, including Pearson's class, with the corresponding orthogonal polynomials. The most important orthogonal polynomials are brought together in the so-called Askey scheme of orthogonal polynomials. This scheme classifies the hypergeometric orthogonal polynomials that satisfy some type of differ ential or difference equation and stresses the limit relations between them. 184 pp. Englisch. Nº de ref. del artículo: 9780387950150
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9780387950150_new
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Processes and Orthogonal Polynomials
Publicado por
Springer New York, Springer US, 2000
ISBN 10: 038795015X
ISBN 13: 9780387950150
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [74], and S. Kar lin and J. L. McGregor [59] established another important connection. They expressed the transition probabilities of a birth and death process by means of a spectral representation, the so-called Karlin-McGregor representation, in terms of orthogonal polynomials. In the following years these relation ships were developed further. Many birth and death models were related to specific orthogonal polynomials. H. Ogura [87], in 1972, and D. D. En gel [45], in 1982, found an integral relation between the Poisson process and the Charlier polynomials. Some people clearly felt the potential im portance of orthogonal polynomials in probability theory. For example, P. Diaconis and S. Zabell [29] related Stein equations for some well-known distributions, including Pearson's class, with the corresponding orthogonal polynomials. The most important orthogonal polynomials are brought together in the so-called Askey scheme of orthogonal polynomials. This scheme classifies the hypergeometric orthogonal polynomials that satisfy some type of differ ential or difference equation and stresses the limit relations between them. Nº de ref. del artículo: 9780387950150
Cantidad disponible: 1 disponibles
Imagen del vendedor
Stochastic Processes and Orthogonal Polynomials
Publicado por
Springer New York, Springer US Apr 2000, 2000
ISBN 10: 038795015X
ISBN 13: 9780387950150
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [74], and S. Kar lin and J. L. McGregor [59] established another important connection. They expressed the transition probabilities of a birth and death process by means of a spectral representation, the so-called Karlin-McGregor representation, in terms of orthogonal polynomials. In the following years these relation ships were developed further. Many birth and death models were related to specific orthogonal polynomials. H. Ogura [87], in 1972, and D. D. En gel [45], in 1982, found an integral relation between the Poisson process and the Charlier polynomials. Some people clearly felt the potential im portance of orthogonal polynomials in probability theory. For example, P. Diaconis and S. Zabell [29] related Stein equations for some well-known distributions, including Pearson's class, with the corresponding orthogonal polynomials. The most important orthogonal polynomials are brought together in the so-called Askey scheme of orthogonal polynomials. This scheme classifies the hypergeometric orthogonal polynomials that satisfy some type of differ ential or difference equation and stresses the limit relations between them.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 184 pp. Englisch. Nº de ref. del artículo: 9780387950150
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Processes and Orthogonal Polynomials
Publicado por
Springer-Verlag New York Inc., 2000
ISBN 10: 038795015X
ISBN 13: 9780387950150
Nuevo
Paperback / softback
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 620. Nº de ref. del artículo: C9780387950150
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Stochastic Processes and Orthogonal Polynomials
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 184. Nº de ref. del artículo: 26315443
Cantidad disponible: 4 disponibles