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- catalog abstract "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.".
- catalog contributor b11654951.
- catalog created "2000.".
- catalog date "2000".
- catalog date "2000.".
- catalog dateCopyrighted "2000.".
- catalog description "Includes bibliographical references and index.".
- catalog description "The Askey-Scheme of Orthogonal Polynomials -- Stochastic Processes -- Birth and Death Processes and Orthogonal Polynomials -- Random Walks and Orthogonal Polynomials -- Sheffer Systems -- Orthogonal Polynomials in Stochastic Integration Theory -- Chaotic and Previsible Representations for Lévy Processes -- Stein Approximation and Orthogonal Polynomials.".
- catalog description "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.".
- catalog extent "xiii, 163 p. :".
- catalog identifier "038795015X (softcover : alk. paper)".
- catalog isPartOf "Lecture notes in statistics (Springer-Verlag) ; v. 146.".
- catalog isPartOf "Lecture notes in statistics ; 146".
- catalog issued "2000".
- catalog issued "2000.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "519.2 21".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Mathematics.".
- catalog subject "Orthogonal polynomials.".
- catalog subject "QA274 .S388 2000".
- catalog subject "Stochastic processes.".
- catalog tableOfContents "The Askey-Scheme of Orthogonal Polynomials -- Stochastic Processes -- Birth and Death Processes and Orthogonal Polynomials -- Random Walks and Orthogonal Polynomials -- Sheffer Systems -- Orthogonal Polynomials in Stochastic Integration Theory -- Chaotic and Previsible Representations for Lévy Processes -- Stein Approximation and Orthogonal Polynomials.".
- catalog title "Stochastic processes and orthogonal polynomials / Wim Schoutens.".
- catalog type "text".