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Cargando... Lévy Processes and Infinitely Divisible Distributionspor Ken-Iti Sato
Actualmente no hay Conversaciones sobre este libro.  cpg | Oct 15, 2017 |  sin reseñas | añadir una reseña
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Lévy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Lévy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Lévy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication. No se han encontrado descripciones de biblioteca. |
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 Google Books — Cargando...GénerosSistema Decimal Melvil (DDC)519.2Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities ProbabilitiesClasificación de la Biblioteca del CongresoValoraciónPromedio: No hay valoraciones.¿Eres tú?Conviértete en un Autor de LibraryThing. |
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According to Mathematical Reviews, the previous edition of this text is the 9th most highly-cited math book published since 1999. Levy processes are an important category of stochastic processes (including, notably, Wiener and Poisson processes), and this text is apparently a highly-respected, go-to reference. I'm currently teaching a class out of Cinlar's _Probability and Stochastics_, and Cinlar recommends Sato as one of "at least two good books" on the Levy processes.
Here's my personal input: My copy (purchased new direct from Amazon) arrived today, and it turned out to be print-on-demand, printed at Amazon's Lexington facility the day after I placed my order. The blotchy cover looks like that of a cheap counterfeit edition, and the paper is cheap, which, among other things, makes the book thicker than advertised. But the printing inside is sharp and the toner isn't distractingly glossy, so that's something to be thankful for.
My recommendation? Buy the book directly from Cambridge University Press rather than from Amazon for a better chance of getting a good copy. Before buying a book like this from Amazon, make sure it's listed as "In Stock" and that the copyright page in the virtual "Look Inside" lists a real printing company. Document these facts with screenshots. If they then send you a cheap print-on-demand copy, the mismatch with the ad should be grounds for a free return.