Stochastic Processes and Orthogonal Polynomials 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Wim Schoutens 作者

Springer

譯者

2000-4-27 出版日期

197 頁數

USD 109.00 價格

Paperback

叢書系列

9780387950150 圖書編碼

Stochastic Processes and Orthogonal Polynomials 在線電子書圖書標籤: stochastic process orthogonal &

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Stochastic Processes and Orthogonal Polynomials 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Stochastic Processes and Orthogonal Polynomials 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Stochastic Processes and Orthogonal Polynomials 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Stochastic Processes and Orthogonal Polynomials 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Stochastic Processes and Orthogonal Polynomials 在線電子書圖書描述

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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