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Stable non-Gaussian self-similar pro...

Pipiras, Vladas.

Stable non-Gaussian self-similar processes with stationary increments

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stable non-Gaussian self-similar processes with stationary increments/ by Vladas Pipiras, Murad S. Taqqu.
Author:	Pipiras, Vladas.
other author:	Taqqu, Murad S.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xiii, 135 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Stochastic processes. -
Online resource:	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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100 1 $a Pipiras, Vladas. $3 1156719
245 1 0 $a Stable non-Gaussian self-similar processes with stationary increments $h [electronic resource] / $c by Vladas Pipiras, Murad S. Taqqu.
260 $a Cham : $c 2017. $b Springer International Publishing : $b Imprint: Springer,
300 $a xiii, 135 p. : $b ill., digital ; $c 24 cm.
490 1 $a SpringerBriefs in probability and mathematical statistics, $x 2365-4333
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.
650 0 $a Stochastic processes. $3 528256
650 1 4 $a Mathematics. $3 527692
650 2 4 $a Probability Theory and Stochastic Processes. $3 593945
650 2 4 $a Dynamical Systems and Ergodic Theory. $3 671353
700 1 $a Taqqu, Murad S. $3 785981
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer eBooks
830 0 $a SpringerBriefs in probability and mathematical statistics. $3 1070533
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-62331-3
950 $a Mathematics and Statistics (Springer-11649)

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