Choquet Deny Type Functional Equations With Applications To Stochastic Models
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Choquet-Deny Type Functional Equations with Applications to Stochastic Models
The solutions to these functional equations provide a unified and elegant approach to characterizations of the exponential, geometric, Pareto, Weibull, stable, Poisson and other distributions under a variety of stochastic properties of the random variable. The ICFE also plays an important role in renewal processes, potential theory and other applications of stochastic processes.
Stochastic Processes: Theory and Methods
Author: D N Shanbhag
language: en
Publisher: Gulf Professional Publishing
Release Date: 2001
This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.
Exponential Distribution
The exponential distribution is one of the most significant and widely used distribution in statistical practice. It possesses several important statistical properties, and yet exhibits great mathematical tractability. This volume provides a systematic and comprehensive synthesis of the diverse literature on the theory and applications of the expon