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Stable non-Gaussian self-similar processes with stationary increments

  • 作者: Pipiras, Vladas, author.
  • 其他作者:
  • 其他題名:
    • SpringerBriefs in probability and mathematical statistics.
  • 出版: Cham : Springer International Publishing :Imprint: Springer
  • 叢書名: SpringerBriefs in probability and mathematical statistics,
  • 主題: Stochastic processes. , Mathematics. , Probability Theory and Stochastic Processes. , Dynamical Systems and Ergodic Theory.
  • ISBN: 9783319623313 (electronic bk.) 、 9783319623306 (paper)
  • FIND@SFXID: CGU
  • 資料類型: 電子書
  • 內容註: Preliminaries -- Minimality, Rigidity, and Flows -- Mixed Moving Averages and Self-similarity -- A. Historical Notes -- B. Standard Lebesgue Spaces and Projections -- C. Notation Summary.
  • 摘要註: 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.
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  • 系統號: 005406455 | 機讀編目格式
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