Stable Non-Gaussian Self-Similar Processes with Stationary Increments 1st ed. 2017 Edition

Ebook Details


Vladas Pipiras, Murad S. Taqqu

Year 2017
Pages 135
Publisher Springer
Language en
ISBN 9783319623306
File Size 1.59 MB
File Format PDF
Download Counter 112
Amazon Link

Ebook Description

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.