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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


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


Lévy Processes and Benfordʼs Law

Klaus Schürger

in Benford's Law: Theory and Applications

Published in print:
2015
Published Online:
October 2017
ISBN:
9780691147611
eISBN:
9781400866595
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691147611.003.0006
Subject:
Mathematics, Probability / Statistics

This chapter examines Lévy processes (LPs). These processes can be thought of as random walks in continuous time, having independent and stationary increments, with the assumption that the ... More


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