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Stable Non-Gaussian Self-Similar Processes with Stationary Increments

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Stable Non-Gaussian Self-Similar Processes with Stationary Increments Vladas Pipiras
Libristo kod: 16402464
Nakladnici Springer International Publishing AG, rujan 2017
This book provides a self-contained presentation on the structure of a large class of stable process... Cijeli opis
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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 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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Informacije o knjizi

Puni naziv Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Autor Vladas Pipiras, Murad S. Taqqu
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2017
Broj stranica 135
EAN 9783319623306
ISBN 3319623303
Libristo kod 16402464
Nakladnici Springer International Publishing AG
Težina 2409
Dimenzije 155 x 235 x 8

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Nonlinear science
Mathematics & Science > Mathematics > Probability & statistics
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