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Stable Non-gaussian Self-similar Processes With Stationary Increments (Paperback) (Vladas Pipiras &

Stable Non-gaussian Self-similar Processes With Stationary Increments (Paperback) (Vladas Pipiras & - image 1 of 1

About this item

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.

Genre: Mathematics
Series Title: Springerbriefs in Probability and Mathematical Statistics
Format: Paperback
Publisher: Springer Verlag
Author: Vladas Pipiras & Murad S. Taqqu
Language: English
Street Date: September 8, 2017
TCIN: 53056898
UPC: 9783319623306
Item Number (DPCI): 248-52-6669
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