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## On some concepts of infinite divisibility and their roles in turbulence, finance and quantum stochastics

*Ole Eiler Barndorff-Nielsen*

### in Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198566540
- eISBN:
- 9780191718038
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198566540.003.0013
- Subject:
- Mathematics, Probability / Statistics

This chapter contains an account of contemporary Lévy theory, namely the theory of infinite divisibility, Lévy processes, Lévy bases, and so forth, which has been a very active area of research over ... More

## Classical Probability Theory and Stochastic Processes

*Heinz-Peter Breuer and Francesco Petruccione*

### in The Theory of Open Quantum Systems

- Published in print:
- 2007
- Published Online:
- January 2010
- ISBN:
- 9780199213900
- eISBN:
- 9780191706349
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199213900.003.01
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics

This chapter contains a survey of classical probability theory and stochastic processes. It starts with a description of the fundamental concepts of probability space and Kolmogorov axioms. These ... More

## Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday

*A. C. Davison, Yadolah Dodge, and N. Wermuth (eds)*

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198566540
- eISBN:
- 9780191718038
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198566540.001.0001
- Subject:
- Mathematics, Probability / Statistics

Sir David Cox is among the most important statisticians of the past half-century, making pioneering and highly influential contributions to a wide range of topics in statistics and applied ... More

## Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction *

*Nicholas G. Polson and James G. Scott*

### in Bayesian Statistics 9

- Published in print:
- 2011
- Published Online:
- January 2012
- ISBN:
- 9780199694587
- eISBN:
- 9780191731921
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199694587.003.0017
- Subject:
- Mathematics, Probability / Statistics

We study the classic problem of choosing a prior distribution for a location parameter β = (β 1,…, β p ) as p grows ... More

## Applications to Quantum Optical Systems

*Heinz-Peter Breuer and Francesco Petruccione*

### in The Theory of Open Quantum Systems

- Published in print:
- 2007
- Published Online:
- January 2010
- ISBN:
- 9780199213900
- eISBN:
- 9780191706349
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199213900.003.08
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics

This chapter deals with a presentation of continuous measurement theory on the basis of the microscopic equations of quantum electrodynamics. The emphasis lies on the derivation of the quantum ... More

## Inference for models with asymmetric α -stable noise processes

*Tatjana Lemke and Simon J. Godsill*

### in Unobserved Components and Time Series Econometrics

- Published in print:
- 2015
- Published Online:
- January 2016
- ISBN:
- 9780199683666
- eISBN:
- 9780191763298
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199683666.003.0009
- Subject:
- Economics and Finance, Econometrics

This chapter begins with a simple general framework for inference in the presence of α-stable processes, where the stable processes are represented as conditionally Gaussian distributions, relying ... More

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