Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Buch in deiner Nähe kaufen
Beschreibung
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.
The first book providing a self-contained account of the subject Contains numerous examples that facilitate and enhance reading Brings together probability theory and ergodic theory
Autor*in
Vladas Pipiras
Themen in »Stable Non-Gaussian Self-Similar Processes with Stationary Increments«
Symmetric Stable Processes Self-Similarity Stationarity of Increments Mixed Moving Averages Minimality Rigidity Isometries Non-singular Flows and their Functionals