Can I read Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146) on EtoBox?

Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146) by Wim Schoutens (auth.) is a nonfiction available to read on EtoBox.

What is Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146) about?

The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relations between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic analysis for birth-death processes and diffusions, martingale relations for Lévy processes, stochastic integrals and Stein's approximation method. Almost all well-known orthogonal polynomials, which are brought together in the so-called Askey Scheme, come into play. This volume clearly illustrates the powerful mathematical role of orthogonal polynomials in the analysis of stochastic processes and is made accessible for all mathematicians with a basic background in probability theory and mathematical analysis. Wim Schoutens is a Postdoctoral Researcher of the Fund for Scientific Research-Flanders (Belgium). He received his PhD in Science from the Catholic University of Leuven, Belgium.

Who reads Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146)?

Author

Wim Schoutens (auth.)

Publisher

Springer-Verlag New York

Published

2000

Language

EN

ISBN

9780387950150

Category

nonfiction

Subjects

Mathematics, Science, Medical