Book Review
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Book Information:
Author:
Jean Bertoin
Title:
Lévy processes
Additional book information:
Cambridge Univ. Press,
Melbourne, NY,
1996,
x+265 pp.,
ISBN 0-521-56243-0,
$54.95$
N. H. Bingham, Continuous branching processes and spectral positivity, Stochastic Process. Appl. 4 (1976), no. 3, 217–242. MR 410961, DOI 10.1016/0304-4149(76)90011-9
William Feller, An introduction to probability theory and its applications. Vol. II. , 2nd ed., John Wiley & Sons, Inc., New York-London-Sydney, 1971. MR 0270403
Peter Hall, A comedy of errors: the canonical form for a stable characteristic function, Bull. London Math. Soc. 13 (1981), no. 1, 23–27. MR 599635, DOI 10.1112/blms/13.1.23
P. Erdös and T. Grünwald, On polynomials with only real roots, Ann. of Math. (2) 40 (1939), 537–548. MR 7, DOI 10.2307/1968938
Jean-François Le Gall and Yves Le Jan, Arbres aléatoires et processus de Lévy, C. R. Acad. Sci. Paris Sér. I Math. 321 (1995), no. 9, 1241–1244 (French, with English and French summaries). MR 1360791
[L1] P. Lévy, Sur les integrales dont les éléments sont les variables aléatoires
indépendantes. Annali della Scuola Normale Superiore di Pisa, (2) III (1934) 337-366.
[L2] P. Lévy, Théorie de l'addition des variables aléatoires. Gauthier-Villars, Paris, 1937.
Benoit B. Mandelbrot, The fractal geometry of nature, Schriftenreihe für den Referenten. [Series for the Referee], W. H. Freeman and Co., San Francisco, Calif., 1982. MR 665254
[S] K. Sato, Stochastic processes with stationary independent increments. (In Japanese). Kinokuniya, Tokyo, 1990.
- [B]
- N.H. Bingham, Continuous branching processes and spectral positivity, Stoch. Proc. Appl. 4 (1976) 217-242. MR 53:14701
- [F]
- W. Feller, An Introduction to Probability Theory and its Applications, Vol. II, Wiley, New York, 1971. MR 42:5292
- [H]
- P. Hall, A comedy of errors: The canonical form for a stable characteristic function. Bull. London Math. Soc. 13 (1981) 23-27. MR 82h:60032
- [I]
- K. Itô, On stochastic processes. Japanese J. Math. 18 (1942) 261-301. MR 7:312d
- [LL]
- J.F. Le Gall and Y. Le Jan, Arbres aléatoires et processus de Lévy. C. R. Acad. Sci. Paris 321 (1995) 1241-1244. MR 96k:60192
- [L1]
- P. Lévy, Sur les integrales dont les éléments sont les variables aléatoires
indépendantes. Annali della Scuola Normale Superiore di Pisa, (2) III (1934) 337-366.
- [L2]
- P. Lévy, Théorie de l'addition des variables aléatoires. Gauthier-Villars, Paris, 1937.
- [M1]
- B. B. Mandelbrot, The Fractal Geometry of Nature, W.H. Freeman, New York, 1982. MR 84h:00021
- [S]
- K. Sato, Stochastic processes with stationary independent increments. (In Japanese). Kinokuniya, Tokyo, 1990.
Review Information:
Reviewer:
Martin Barlow
Affiliation:
University of British Columbia
Email:
barlow@math.ubc.ca
Journal:
Bull. Amer. Math. Soc.
35 (1998), 343-346
DOI:
https://doi.org/10.1090/S0273-0979-98-00761-7
Review copyright:
© Copyright 1998
American Mathematical Society
