XIII Symposium on Probability and Stochastic Processes, 1st ed. 2020 UNAM, Mexico, December 4-8, 2017 Progress in Probability Series, Vol. 75
Langue : Anglais
This volume features a collection of contributed articles and lecture notes from the XIII Symposium on Probability and Stochastic Processes, held at UNAM, Mexico, in December 2017.
It is split into two main parts: the first one presents lecture notes of the course provided by Mauricio Duarte, followed by its second part which contains research contributions of some of the participants.
Reflected(degenerate) Diffusions and Stationary Measures.- Multidimensional random walks conditioned to stay ordered via generalized ladder height functions.- A Berry-Esseen type theorem for finite free convolution.- Predicting the Last Zero of a Spectrally Negative Lévy Process.- Box-Ball system: soliton and tree decomposition of excursions.- Invertibility of infinitely divisible continuous-time moving average processes.
Date de parution : 10-2021
Ouvrage de 167 p.
15.5x23.5 cm
Date de parution : 10-2020
Ouvrage de 167 p.
15.5x23.5 cm
Thème de XIII Symposium on Probability and Stochastic Processes :
Mots-clés :
random walk; fluctuation theory; free convolution; Lévy process; Box-Ball system
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