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Stable non-Gaussian self-similar pro...

Pipiras, Vladas.

Stable non-Gaussian self-similar processes with stationary increments

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stable non-Gaussian self-similar processes with stationary increments/ by Vladas Pipiras, Murad S. Taqqu.
作者:	Pipiras, Vladas.
其他作者:	Taqqu, Murad S.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	xiii, 135 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Stochastic processes. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-62331-3
ISBN:	9783319623313

Stable non-Gaussian self-similar processes with stationary increments
Pipiras, Vladas.

Stable non-Gaussian self-similar processes with stationary increments[electronic resource] /by Vladas Pipiras, Murad S. Taqqu. - Cham :Springer International Publishing :2017. - xiii, 135 p. :ill., digital ;24 cm. - SpringerBriefs in probability and mathematical statistics,2365-4333. - SpringerBriefs in probability and mathematical statistics..

Preliminaries -- Minimality, Rigidity, and Flows -- Mixed Moving Averages and Self-similarity -- A. Historical Notes -- B. Standard Lebesgue Spaces and Projections -- C. Notation Summary.

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.

ISBN: 9783319623313

Standard No.: 10.1007/978-3-319-62331-3doiSubjects--Topical Terms:

528256
Stochastic processes.

LC Class. No.: QA274 / .P57 2017

Dewey Class. No.: 519.23

Stable non-Gaussian self-similar processes with stationary increments
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245 1 0 $a Stable non-Gaussian self-similar processes with stationary increments $h [electronic resource] / $c by Vladas Pipiras, Murad S. Taqqu.
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300 $a xiii, 135 p. : $b ill., digital ; $c 24 cm.
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505 0 $a Preliminaries -- Minimality, Rigidity, and Flows -- Mixed Moving Averages and Self-similarity -- A. Historical Notes -- B. Standard Lebesgue Spaces and Projections -- C. Notation Summary.
520 $a 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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650 2 4 $a Dynamical Systems and Ergodic Theory. $3 671353
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