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Stochastic Processes and Orthogonal Polynomials

Wim Schoutens

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ISBN 10: 038795015X / ISBN 13: 9780387950150
Editorial: Springer
Nuevos Condición: New Encuadernación de tapa blanda
Librería: BuySomeBooks (Las Vegas, NV, Estados Unidos de America)

Librería en AbeBooks desde: 21 de mayo de 2012

Cantidad: > 20

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Descripción

Paperback. 184 pages. Dimensions: 9.0in. x 5.9in. x 0.6in.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 Lvy processes, stochastic integrals and Steins 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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. N° de ref. de la librería 9780387950150

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Detalles bibliográficos

Título: Stochastic Processes and Orthogonal ...

Editorial: Springer

Encuadernación: Paperback

Condición del libro:New

Tipo de libro: Paperback

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Sinopsis:

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.

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