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Parametric statistical models and likelihood
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ISBN: 0387969284 3540969284 1461239346 Year: 1988 Volume: 50 Publisher: Berlin Springer


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Proceedings of international workshop on the physics of blown sand : Aarhus, May 28-31, 1985
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Year: 1985 Publisher: Aarhus University of Aarhus. Institute of mathematics. Department of theoretical statistics

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Estimation problems in capture-recapture analysis
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Year: 1972 Publisher: Kalo, Denmark : Game Biology Station

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Stochastic Processes : Lectures given at Aarhus University
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ISBN: 3540204822 3642058051 3662100657 Year: 2004 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

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The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968­ 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran­ dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper­ ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the­ orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as­ suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior.


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Change of time and change of measure.
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ISBN: 9789814324472 9814324477 Year: 2010 Volume: 13 Publisher: Singapore World scientific


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Derivative strings and higher order differentiation
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Year: 1988 Publisher: Aarhus University of Aarhus. Institute of mathematics. Department of theoretical statistics

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KUL. Universitair centrum voor statistiek. Uitreiking facultair eredoctoraat wetenschappen aan Prof. Dr. O. E. Barndorff-Nielsen 19 april 1999

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