Skip to main content alibris logo

Stable Non-Gaussian Self-Similar Processes with Stationary Increments

by ,

Write The First Customer Review
Stable Non-Gaussian Self-Similar Processes with Stationary Increments - Pipiras, Vladas, and Taqqu, Murad S
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

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 ...

loading
Stable Non-Gaussian Self-Similar Processes with Stationary Increments 2017, Springer, Cham

ISBN-13: 9783319623306

2017 edition

Trade paperback