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Stochastic Processes and Orthogonal Polynomials (Paperback, 2000 ed.) Loot Price: R2,974
Discovery Miles 29 740
Stochastic Processes and Orthogonal Polynomials (Paperback, 2000 ed.): Wim Schoutens

Stochastic Processes and Orthogonal Polynomials (Paperback, 2000 ed.)

Wim Schoutens

Series: Lecture Notes in Statistics, 146

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Loot Price R2,974 Discovery Miles 29 740 | Repayment Terms: R279 pm x 12*

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The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relatiions between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic anlaysis 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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Lecture Notes in Statistics, 146
Release date: 2001
First published: 2000
Authors: Wim Schoutens
Dimensions: 235 x 155 x 9mm (L x W x T)
Format: Paperback
Pages: 184
Edition: 2000 ed.
ISBN-13: 978-0-387-95015-0
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Reference & Interdisciplinary > Encyclopaedias & reference works > Reference works > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-95015-X
Barcode: 9780387950150

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