Selfsimilar Processes
โ Scribed by Paul Embrechts
- Publisher
- Princeton University Press
- Year
- 2002
- Tongue
- English
- Leaves
- 125
- Series
- Princeton Series in Applied Mathematics
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<p>The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is t
<p><span>This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.ย </span></p><p></p><p><span
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and m
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the