Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Price for Eshop: 1267 Kč (€ 50.7)
VAT 0% included
New
E-book delivered electronically online
E-Book information
Springer International Publishing
2017
EPub, PDF
How do I buy e-book?
978-3-319-62331-3
3-319-62331-1
Annotation
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.
Ask question
You can ask us about this book and we'll send an answer to your e-mail.