Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Produktnummer:
18c24d1c89c3a74983b45f4203afb52ee5
Autor: | Pipiras, Vladas Taqqu, Murad S. |
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Themengebiete: | Isometries Minimality Mixed Moving Averages Non-singular Flows and their Functionals Rigidity Self-Similarity Stationarity of Increments Symmetric Stable Processes |
Veröffentlichungsdatum: | 08.09.2017 |
EAN: | 9783319623306 |
Sprache: | Englisch |
Seitenzahl: | 135 |
Produktart: | Kartoniert / Broschiert |
Verlag: | Springer International Publishing |
Produktinformationen "Stable Non-Gaussian Self-Similar Processes with Stationary Increments"
This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity. In-depth appendices are also included.This book is aimed at graduate students and researchers working in probability theory and statistics.

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