Book contents
- Frontmatter
- Dedication
- Contents
- Notation
- Preface
- Acknowledgements
- 1 Stable distributions
- 2 Lévy processes
- 3 Stable processes
- 4 Hypergeometric Lévy processes
- 5 Positive self-similar Markov processes
- 6 Spatial fluctuations in one dimension
- 7 Doney–Kuznetsov factorisation and the maximum
- 8 Asymptotic behaviour for stable processes
- 9 Envelopes of positive self-similar Markov processes
- 10 Asymptotic behaviour for path transformations
- 11 Markov additive and self-similar Markov processes
- 12 Stable processes as self-similar Markov processes
- 13 Radial reflection and the deep factorisation
- 14 Spatial fluctuations and the unit sphere
- 15 Applications of radial excursion theory
- 16 Windings and up-crossings of stable processes
- Appendix
- References
- Index
14 - Spatial fluctuations and the unit sphere
Published online by Cambridge University Press: 16 March 2022
Book contents
- Frontmatter
- Dedication
- Contents
- Notation
- Preface
- Acknowledgements
- 1 Stable distributions
- 2 Lévy processes
- 3 Stable processes
- 4 Hypergeometric Lévy processes
- 5 Positive self-similar Markov processes
- 6 Spatial fluctuations in one dimension
- 7 Doney–Kuznetsov factorisation and the maximum
- 8 Asymptotic behaviour for stable processes
- 9 Envelopes of positive self-similar Markov processes
- 10 Asymptotic behaviour for path transformations
- 11 Markov additive and self-similar Markov processes
- 12 Stable processes as self-similar Markov processes
- 13 Radial reflection and the deep factorisation
- 14 Spatial fluctuations and the unit sphere
- 15 Applications of radial excursion theory
- 16 Windings and up-crossings of stable processes
- Appendix
- References
- Index
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- Stable Lévy Processes via Lamperti-Type Representations , pp. 351 - 382Publisher: Cambridge University PressPrint publication year: 2022