Sojourns And Extremes of Stochastic Processes
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A01=Simeon Berman
Author_Simeon Berman
Category=PBWL
Centered Gaussian Process
central limit theorem
Conditional Distribution
Conditional Expectation
Dependent Bernoulli Random Variables
diffusion modeling
distribution
Distribution Function
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
extreme value statistics in probability
Finite Dimensional Distributions
Finite Lebesgue Measure
finite-dimensional
gaussian
Gaussian processes
Gaussian Sequences
General Covariance Function
Identical Marginal Distributions
Laplace Stieltjes Transform
laplacestieltjes
Left Hand Member
Local Stationarity
Markov Random Field
Markov random fields
Measurable Stochastic Process
probability theory
random
random walk analysis
regular
Regular Variation
Sojourn Time Distributions
Standard Bivariate Normal Density
stationary
Stationary Gaussian Process
Stationary Gaussian Sequences
Stationary Independent Increments
Stationary Random Field
Time Homogeneous Diffusion
transform
Unique Stationary Measure
variable
variation
Product details
- ISBN 9780534139322
- Weight: 740g
- Dimensions: 210 x 280mm
- Publication Date: 09 Jan 1992
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Berman\, Simeon
