A Lifetime of Excursions Through Random Walks and Lvy Processes: A Volume in Hon

Description: A Lifetime of Excursions Through Random Walks and Lvy Processes by Andreas E. Kyprianou, Loïc Chaumont After an introduction reviewing Ron Doneys mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Levy processes and diffusions. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description This collection honours Ron Doneys work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doneys mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Levy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known. Back Cover This collection honours Ron Doneys work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doneys mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Levy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known. Author Biography Loïc Chaumont was educated at Université du Maine (Le Mans) and Université Paris 6 and is currently a professor of mathematics at Université dAngers. He published over 50 research papers on theory of stochastic processes, both in discrete and continuous times. His main domain of research concerns Lévy processes. He was the director of LAREMA, the CNRS mathematics research unit in Angers, from 2012 to 2016.Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including two graduate textbooks on Lévy processes. During his time in Bath he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million pound EPSRC Centre for Doctoral Training and is currently the Director of the Bath Institute for Mathematical Innovation. Table of Contents - A Lifetime of Excursions Through Random Walks and Lévy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doneys Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Itô Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Lévy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob–McKean Identity for Stable Lévy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Lévy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns. Feature Includes an overview over Ron Doneys scientific achievements Presents research articles from renowned researchers Covers research fields influenced by Ron Doney Details ISBN3030833089 Short Title A Lifetime of Excursions Through Random Walks and lévy Processes Series Progress in Probability Language English ISBN-10 3030833089 ISBN-13 9783030833084 Format Hardcover DOI 10.1007/978-3-030-83309-1 Series Number 78 Publisher Springer Nature Switzerland AG Imprint Springer Nature Switzerland AG Place of Publication Cham Country of Publication Switzerland Edition 1st Pages 355 Year 2021 Publication Date 2021-12-01 UK Release Date 2021-12-01 Author Loïc Chaumont Edited by Loïc Chaumont Edition Description 1st ed. 2021 Subtitle A Volume in Honour of Ron Doneys 80th Birthday Alternative 9783030833114 DEWEY 519.282 Audience Professional & Vocational Illustrations 7 Illustrations, color; VI, 355 p. 7 illus. in color. We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:134084850;

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