Lifetime of Excursions Through Random Walks and Levy Processes

£119.50

Lifetime of Excursions Through Random Walks and Levy Processes

A Volume in Honour of Ron Doney’s 80th Birthday

Discrete mathematics Probability and statistics Stochastics

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Collection: Progress in Probability

Language: English

Published by: Birkhauser

Published on: 1st January 2022

Format: LCP-protected ePub

Size: 21 Mb

ISBN: 9783030833091


Collection Overview

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends.

Introduction

After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions.

Focus Areas

A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

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