Stable Non-Gaussian Self-Similar Processes with Stationary Increments

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Statistics
Cover of the book Stable Non-Gaussian Self-Similar Processes with Stationary Increments by Murad S. Taqqu, Vladas Pipiras, Springer International Publishing
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Author: Murad S. Taqqu, Vladas Pipiras ISBN: 9783319623313
Publisher: Springer International Publishing Publication: August 31, 2017
Imprint: Springer Language: English
Author: Murad S. Taqqu, Vladas Pipiras
ISBN: 9783319623313
Publisher: Springer International Publishing
Publication: August 31, 2017
Imprint: Springer
Language: English

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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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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