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Stochastic Processes and Orthogonal Polynomials
Wim Schoutens
€ 122.85
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Description for Stochastic Processes and Orthogonal Polynomials
Paperback. A reference for researchers in probability, statistics and special functions. It gives interdisciplinary relations between the two main ingredients of stochastic processes and orthogonal polynomials, covering topics like Martingale relations for Levy processes and stochastic integrals. Series: Lecture Notes in Statistics. Num Pages: 197 pages, biography. BIC Classification: GBC; PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 9. Weight in Grams: 590.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2000
Publisher
Springer-Verlag New York Inc. United States
Number of pages
197
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
184
Place of Publication
New York, NY, United States
ISBN
9780387950150
SKU
V9780387950150
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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