Markov chain approximations to, and some fluctuation results for, Lévy processes : thesis submitted to the University of Warwick for the degree of Doctor of Philosophy

FMF, Mathematical Library, Lj. (MAKLJ)

Markov chain approximations to, and some fluctuation results for, Lévy processes : thesis submitted to the University of Warwick for the degree of Doctor of Philosophy

Vidmar, Matija, 1988-

Vpeljemo, in analiziramo v smislu hitrosti konvergence prehodnih verjetnostnih gostot, aproksimacijo Levyjevih procesov z verigami Markova v zveznem času. Podana je popolna teorija fluktuacij za z ... desne zvezne slučajne sprehode v zveznem času. Ti izsledki so uporabljeni za genezo splošnega alogoritma za izračun utežnih funkcij spektralno negativnih Levyjevih procesov. V povezanem rezultatu, je natančno opredeljen razred tistih Levyjevih procesov, ki imajo neslučajne preskoke.

Type of material - dissertation ; adult, serious

Publication and manufacture - Coventry (UK) : [M. Vidmar], 2014

Language - english

COBISS.SI-ID - 17200985

Link(s):
http://wrap.warwick.ac.uk/65625/1/WRAP_THESIS_Vidmar_2014.pdf

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Author
Vidmar, Matija, 1988-

Other authors
Mijatović, Aleksandar, 1973- | Jacka, Saul D.

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Year	Impact factor		Edition		Category		Classification
Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Vidmar, Matija, 1988-	37670
Mijatović, Aleksandar, 1973-	19420
Jacka, Saul D.

Source: Personal bibliographies and: SICRIS

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