Stable Non-Gaussian Self-Similar Processes with Stationary Increments

by Murad S. Taqqu and Vladas Pipiras

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3319623303
• ISBN13: 9783319623306
• Release Date: September 2017
• Publisher: Springer
• Length: 135 Pages
• Weight: 0.49 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"