Lévy Processes

Robert Wolpert

Duke University Institute of Statistics and Decision Sciences

August 2000

Introduction to Lévy processes and random fields, in the environmetrics context. Invited contribution to Wiley & Sons' Encyclopedia of Environmetrics

Cite as: 

@InCollection{wolp:2002b,
      Author = "Robert L. Wolpert",
       Title = "L{\'e}vy Processes",
   BookTitle = "Encyclopedia of Environmetrics",
      Volume = 2,
      Editor = "Abdel H. El-Shaarawi and Walter W. Piegorsch",
   Publisher = "John Wiley \& Sons",
     Address = "Chichester, NY",
       Pages = "1161--1164",
        Year = 2002,
}

The manuscript is available in PostScript (233kb) and PDF (83 kb) formats.