This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integ…
Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious representation in a matched wavelet-like basis. Two key themes are the statistica…
Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious representation in a matched wavelet-like basis. Two key themes are the statistica…
Advances and challenges in space-time modelling of natural events
by International Spring School Advances and Challenges in Space-Time Modelling of Natural Events, Toledo, Spain), Porcu, Emilio,, editor, Montero, José María,, editor, Schlather, Martin,, editor
fromLecture notes in statistics