02244cam a22003012 b450000100090000000300040000900500170001300600190003000700150004900800410006402000180010502000650012302400180018803500260020603700250023204000190025708200210027610000330029721000620033024500850039226000380047744000380051550600430055352011040059652100390170077300600173985601430179910192925OSt20150408114227.0m        d        cr  n         120517e20120918nju     s|||||||| 2|eng|d  a9783642311451  a3642311458 (Trade Paper)cUSD 39.95 Retail Price (Publisher)3 a9783642311451  a(WaSeSS)ssj0000767198  a3642311458b00024965  aBIP USdWaSeSS  222a519.083bGBS1 aGrigelionis, BroniuseAuthor10aStudent's T-Distribution and Related Stochastic Processes10aStudent's T-Distribution and Related Stochastic Processesh[electronic resource]  aNew York : bSpringercSept. 2012 0aSpringerBriefs in Statistics Ser.  aLicense restrictions may limit access.8 aAnnotationbThis brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Students distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian Lévy processes. A broad class of one-dimensional, strictly stationary diffusions with the Students t-marginal distribution are defined as the unique weak solution for the stochastic differential equation. Using the independently scattered random measures generated by the bi-variate centred Student-Lévy process, and stochastic integration theory, a univariate, strictly stationary process with the centred Students t- marginals and the arbitrary correlation structure are defined. As a promising direction for future work in constructing and analysing new multivariate Student-Lévy type processes, the notion of Lévy copulas and the related analogue of Sklars theorem are explained.  aScholarly & ProfessionalbSpringer 0tSpringerLink ebooks - Mathematics and Statistics (2013)40uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio10192925zFull text available from SpringerLink ebooks - Mathematics and Statistics (2013)