Student’s t-Distribution and Related Stochastic Processes (Record no. 46003)
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fixed length control field | 02763nam a22004337a 4500 |
001 - CONTROL NUMBER | |
control field | sulb-eb0023911 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | BD-SySUS |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160413122414.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 120917s2013 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783642311468 |
-- | 978-3-642-31146-8 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-642-31146-8 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA276-280 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
Subject category code | MAT029000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.5 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Grigelionis, Bronius. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Student’s t-Distribution and Related Stochastic Processes |
Medium | [electronic resource] / |
Statement of responsibility, etc. | by Bronius Grigelionis. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XI, 99 p. |
Other physical details | online resource. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
490 1# - SERIES STATEMENT | |
Series statement | SpringerBriefs in Statistics, |
International Standard Serial Number | 2191-544X |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Introduction -- Asymptotics -- Preliminaries of Lévy Processes -- Student-Lévy Processes -- Student OU-type Processes -- Student Diffusion Processes -- Miscellanea -- Bessel Functions -- References -- Index. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student’s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian Lévy processes. A broad class of one-dimensional, strictly stationary diffusions with the Student’s t-marginal distribution are defined as the unique weak solution for the stochastic differential equation. Using the independently scattered random measures generated by the bi-variate centred Student-Lévy process, and stochastic integration theory, a univariate, strictly stationary process with the centred Student’s t- marginals and the arbitrary correlation structure are defined. As a promising direction for future work in constructing and analysing new multivariate Student-Lévy type processes, the notion of Lévy copulas and the related analogue of Sklar’s theorem are explained. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistics. |
Topical term or geographic name as entry element | Statistics. |
Topical term or geographic name as entry element | Statistics, general. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783642311451 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | SpringerBriefs in Statistics, |
International Standard Serial Number | 2191-544X |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-642-31146-8">http://dx.doi.org/10.1007/978-3-642-31146-8</a> |
912 ## - | |
-- | ZDB-2-SMA |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
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No items available.