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Student's t-Distribution and related stochastic processes

Author: B Grigelionis
Publisher: Heidelberg ; New York : Springer, ©2013.
Series: SpringerBriefs in statistics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student's distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian Lévy processes. A  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Grigelionis, B. (Bronius), 1935-
Student's t-Distribution and related stochastic processes.
Heidelberg ; New York : Springer, ©2013
(DLC) 2012945743
(OCoLC)827336620
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: B Grigelionis
ISBN: 9783642311468 3642311466 3642311458 9783642311451 9781283630894 1283630893
OCLC Number: 811563993
Description: 1 online resource (xi, 99 pages) : illustrations.
Contents: Asymptotics --
Preliminaries of Lévy Processes --
Student-Lévy Processes --
Student OU-Type Processes --
Student Diffusion Processes --
Miscellanea.
Series Title: SpringerBriefs in statistics.
Responsibility: Bronius Grigelionis.
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Abstract:

A monograph that presents the study of the infinite divisibility and self-decomposability properties of central and noncentral Student's distributions, represented as variance and mean-variance  Read more...

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"It is self-contained and summarizes the most recent results by the author related to t-distribution and their processes. ... Grigelionis has pulled together an excellent overview in Student Read more...

 
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