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Stable Non-Gaussian Self-Similar Processes with Stationary Increments

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概要 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.続きを見る
目次 Preliminaries
Minimality, Rigidity, and Flows
Mixed Moving Averages and Self-similarity
A. Historical Notes
B. Standard Lebesgue Spaces and Projections
C. Notation Summary.
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本文を見る Full text available from Springer Mathematics and Statistics eBooks 2017 English/International
Full text available from SpringerLink ebooks - Mathematics and Statistics without Lecture Notes (2017)

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登録日 2020.06.27
更新日 2020.06.28