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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 authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book re...

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Detalles Bibliográficos
Autores principales: Pipiras, Vladas, Taqqu, Murad S
Lenguaje:eng
Publicado: Springer 2017
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-62331-3
http://cds.cern.ch/record/2282062
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author Pipiras, Vladas
Taqqu, Murad S
author_facet Pipiras, Vladas
Taqqu, Murad S
author_sort Pipiras, Vladas
collection CERN
description 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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institution Organización Europea para la Investigación Nuclear
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spelling cern-22820622021-04-21T19:05:11Zdoi:10.1007/978-3-319-62331-3http://cds.cern.ch/record/2282062engPipiras, VladasTaqqu, Murad SStable non-Gaussian self-similar processes with stationary incrementsMathematical Physics and MathematicsThis 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.Springeroai:cds.cern.ch:22820622017
spellingShingle Mathematical Physics and Mathematics
Pipiras, Vladas
Taqqu, Murad S
Stable non-Gaussian self-similar processes with stationary increments
title Stable non-Gaussian self-similar processes with stationary increments
title_full Stable non-Gaussian self-similar processes with stationary increments
title_fullStr Stable non-Gaussian self-similar processes with stationary increments
title_full_unstemmed Stable non-Gaussian self-similar processes with stationary increments
title_short Stable non-Gaussian self-similar processes with stationary increments
title_sort stable non-gaussian self-similar processes with stationary increments
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-62331-3
http://cds.cern.ch/record/2282062
work_keys_str_mv AT pipirasvladas stablenongaussianselfsimilarprocesseswithstationaryincrements
AT taqqumurads stablenongaussianselfsimilarprocesseswithstationaryincrements