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<図書>
Selfsimilar processes

責任表示 Paul Embrechts and Makoto Maejima
シリーズ Princeton series in applied mathematics
データ種別 図書
出版情報 Princeton, N.J. : Princeton University Press , 2002
本文言語 英語
大きさ x, 111 p.: ill. ; 24 cm
概要 "Authoritative and written by leading experts, this book is a significant contribution to a growing field. Selfsimilar processes crop up in a wide range of subjects from finance to physics, so this b...ok will have a correspondingly wide readership."--Chris Rogers, Bath University "This is a timely book. Everybody is talking about scaling, and selfsimilar stochastic processes are the basic and the clearest examples of models with scaling. In applications from finance to communication networks, selfsimilar processes are believed to be important. Yet much of what is known about them is folklore; this book fills the void and gives reader access to some hard facts. And because this book requires only modest mathematical sophistication, it is accessible to a wide audience."--Gennady Samorodnitsky, Cornell University 続きを見る
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所蔵情報



理系図3F 数理独自 EMBR/10/2 2002
023212002003223

書誌詳細

著者標目 *Embrechts, Paul, 1953-
Maejima, Makoto
件 名 LCSH:Stochastic processes
分 類 DC21:519.23
書誌ID 1001405753
ISBN 0691096279
NCID BA58073772
巻冊次 ISBN:0691096279 ; PRICE:£19.95
NBN BA2Z3390
登録日 2009.11.02
更新日 2009.11.02

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