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Stable Non-Gaussian Self-Similar Processes with Stationary Increments

af Vladas Pipiras, Murad S. Taqqu

indgår i SpringerBriefs in Probability and Mathematical Statistics serien

Stable Non-Gaussian Self-Similar Processes with Stationary Increments af Vladas Pipiras
Bag om 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 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319623306
  • Indbinding:
  • Paperback
  • Sideantal:
  • 135
  • Udgivet:
  • 8. september 2017
  • Udgave:
  • 12017
  • Vægt:
  • 2409 g.
  • 8-11 hverdage.
  • 21. november 2024

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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 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.

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