Stable Non-Gaussian Self-Similar Processes with Stationary Increments

Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Author :
Publisher : Springer
Total Pages : 143
Release :
ISBN-10 : 9783319623313
ISBN-13 : 3319623311
Rating : 4/5 (13 Downloads)

Book Synopsis Stable Non-Gaussian Self-Similar Processes with Stationary Increments by : Vladas Pipiras

Download or read book Stable Non-Gaussian Self-Similar Processes with Stationary Increments written by Vladas Pipiras and published by Springer. This book was released on 2017-08-31 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Stable Non-Gaussian Self-Similar Processes with Stationary Increments Related Books

Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Language: en
Pages: 143
Authors: Vladas Pipiras
Categories: Mathematics
Type: BOOK - Published: 2017-08-31 - Publisher: Springer

DOWNLOAD EBOOK

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
Selfsimilar Processes
Language: en
Pages: 125
Authors: Paul Embrechts
Categories: Mathematics
Type: BOOK - Published: 2009-01-10 - Publisher: Princeton University Press

DOWNLOAD EBOOK

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these
Stable Non-Gaussian Random Processes
Language: en
Pages: 662
Authors: Gennady Samoradnitsky
Categories: Mathematics
Type: BOOK - Published: 2017-11-22 - Publisher: Routledge

DOWNLOAD EBOOK

This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and p
Stable Non-Gaussian Random Processes
Language: en
Pages: 632
Authors: Gennady Samoradnitsky
Categories: Mathematics
Type: BOOK - Published: 2017-11-22 - Publisher: Routledge

DOWNLOAD EBOOK

This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and p
The Mathematics of Financial Modeling and Investment Management
Language: en
Pages: 802
Authors: Sergio M. Focardi
Categories: Business & Economics
Type: BOOK - Published: 2004-04-12 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical top