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

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Wim Schoutens 作者

Springer

译者

2000-4-27 出版日期

197 页数

USD 109.00 价格

Paperback

丛书系列

9780387950150 图书编码

Stochastic Processes and Orthogonal Polynomials 在线电子书图书标签: stochastic process orthogonal &

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

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Stochastic Processes and Orthogonal Polynomials 在线电子书图书描述

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.

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