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portada Stable Non-Gaussian Self-Similar Processes With Stationary Increments (Springerbriefs in Probability and Mathematical Statistics)
Type
Physical Book
Publisher
Author
Year
2017
Language
English
Pages
152
Format
Paperback
ISBN13
9783319623306
Edition No.
1
Categories

Stable Non-Gaussian Self-Similar Processes With Stationary Increments (Springerbriefs in Probability and Mathematical Statistics)

Vladas Pipiras; Murad S. Taqqu (Author) · Springer · Paperback

Stable Non-Gaussian Self-Similar Processes With Stationary Increments (Springerbriefs in Probability and Mathematical Statistics) - Vladas Pipiras; Murad S. Taqqu

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Synopsis "Stable Non-Gaussian Self-Similar Processes With Stationary Increments (Springerbriefs in Probability and Mathematical Statistics) "

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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