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Stable Non-Gaussian Self-Similar Processes with Stationary Increments
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Stable Non-Gaussian Self-Similar Processes with Stationary Increments

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 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.

Opplag
1st ed. 2017
ISBN
9783319623306
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.9.2017
Antall sider
135