| Stable Non-Gaussian Self-Similar Processes with Stationary Increments 2017 Edition Contributor(s): Pipiras, Vladas (Author), Taqqu, Murad S. (Author) |
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ISBN: 3319623303 ISBN-13: 9783319623306 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback Published: September 2017 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Mathematical Analysis - Mathematics | Differential Equations - General |
| Dewey: 515.39 |
| Series: Springerbriefs in Probability and Mathematical Statistics |
| Physical Information: 0.33" H x 6.14" W x 9.21" (0.49 lbs) 135 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |