دانلود کتاب Stable Processes and Related Topics

CONTENTS Preface . VII Description of Contents . VIII Gaussian measures of large balls in Rn Werner Linde ............. 1 On a Class of Infinitely Divisible Processes Represented as Mixtures of Gaussian Processes Jan Rosinski .............................. 27 Capacities, Large Deviations and Loglog Laws George L. 0' Brien and Wim Vervaat 43 Conditional variance of symmetric stable variables Wei Wu and Stamatis Cambanis ......... 85 Bounded Stationary Stable Processes and Entropy John P. Nolan .................. . . . . 101 Alternative multivariate stable distributions and their applications to financial modeling Stefan Mittnik and Svetlozar T. Rachev . . . 107 Construction of Multiple Stable Measures and Integrals Using LePage Representation Gennady Samorodnitsky and Murad S. Taqqu .......... . . . 121 Numerical computation of non-linear stable regression functions Clyde D. Hardin, Jr., Gennady Samorodnitsky and Murad S. Taqqu . . . . 143 A Characterization of the Asymptotic Behavior of Stationary Stable Processes Joshua B. Levy and Murad S. Taqqu . . . . 181 An Extremal Problem in HP of the Upper Half Plane with Application to Prediction of Stochastic Processes Balram S. Rajput, Kavi Rama-Murthy and Carl Sundberg ......... 199 On Multiple Markov SaS Processes V Mandrekar and B. Thelen . . . . . . . . . 253 On shot noise processes attracted to fractional Levy motion L. Giraitis and D. Surgailis ............... ......... 261 Self-similar Stable Processes with Stationary Increments Norio Kano and Makoto Maejima ........... . . . . 275 A Stochastic Integral Representation for the Bootstrap of the Sample Mean John Kinateder . . . . 297 Multiple stable integrals appearing in weak limits Jerzy Szulga ................... . . . . . . . 305 Characterizations of ergodic stationary stable processes via the dynamical functional Krzysztof Podgorski and Aleksander Weron ................. 317