Stochastic Processes and Orthogonal Polynomials pdf epub mobi txt 电子书 下载 2024


Stochastic Processes and Orthogonal Polynomials

简体网页||繁体网页
Wim Schoutens
Springer
2000-4-27
197
USD 109.00
Paperback
9780387950150

图书标签: stochastic  process  orthogonal  &   


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发表于2024-12-25

Stochastic Processes and Orthogonal Polynomials epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Stochastic Processes and Orthogonal Polynomials epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Stochastic Processes and Orthogonal Polynomials pdf epub mobi txt 电子书 下载 2024



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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 Levy 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.

Stochastic Processes and Orthogonal Polynomials 下载 mobi epub pdf txt 电子书

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