<図書>
Selfsimilar processes
責任表示 | Paul Embrechts and Makoto Maejima |
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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 |
電子版へのリンク | https://hdl.handle.net/2324/6805085 |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | EMBR/10/2 | 2002 |
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023212002003223 |
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書誌詳細
著者標目 | *Embrechts, Paul, 1953- Maejima, Makoto |
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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 |