A Lifetime of Excursions Through Random Walks and Lévy Processes

Beschreibung

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. 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. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.
This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. 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. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.
Includes an overview over Ron Doney's scientific achievements Presents research articles from renowned researchers Covers research fields influenced by Ron Doney

Autor*in

Loïc Chaumont

Themen in »A Lifetime of Excursions Through Random Walks and Lévy Processes«

Fluctuation Theory Lévy Processes Random Walks Ron Doney Probability Diffusions

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