Stochastic Processes and Orthogonal Polynomials is popular PDF and ePub book, written by Wim Schoutens in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Processes and Orthogonal Polynomials can be Read Online from any device for your convenience.
Stochastic Processes and Orthogonal Polynomials Book PDF Summary
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 Lévy 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.
Detail Book of Stochastic Processes and Orthogonal Polynomials PDF
- Author : Wim Schoutens
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9781461211709
- Genre : Mathematics
- Total Page : 170 pages
- Language : English
- PDF File Size : 12,6 Mb
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