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商品詳細
Stable Non-Gaussian Self-Similar Processes with Stationary Increments. 1st ed. 2017.
・ISBN 978-3-319-62330-6 paper EUR 49.99
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| 著者・編者 | Pipiras, Vladas / Taqqu, Murad S., |
|---|---|
| シリーズ | SpringerBriefs in Probability and Mathematical Statistics |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2017 |
| ページ数 | 135 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-3016＞ |
解説
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.