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Stable non-Gaussian self-similar pro...

Pipiras, Vladas.

Stable non-Gaussian self-similar processes with stationary increments

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stable non-Gaussian self-similar processes with stationary incrementsby 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$q(electronic bk.)

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$q(electronic bk.)

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

181874
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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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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