Coverart for item
The Resource Fractional fields and applications, Serge Cohen, Jacques Istas

Fractional fields and applications, Serge Cohen, Jacques Istas

Label
Fractional fields and applications
Title
Fractional fields and applications
Statement of responsibility
Serge Cohen, Jacques Istas
Creator
Contributor
Subject
Language
eng
Summary
This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stéphane Jaffard, a long first chapter is devoted to classical results from stochastic fields and fractal analysis. A central notion throughout this book is self-similarity, which is dealt with in a second chapter with a particular emphasis on the celebrated Gaussian self-similar fields, called fractional Brownian fields after Mandelbrot and Van Ness's seminal paper. Fundamental properties of fractional Brownian fields are then stated and proved. The second central notion of this book is the so-called local asymptotic self-similarity (in short lass), which is a local version of self-similarity, defined in the third chapter. A lengthy study is devoted to lass fields with finite variance. Among these lass fields, we find both Gaussian fields and non-Gaussian fields, called Lévy fields. The Lévy fields can be viewed as bridges between fractional Brownian fields and stable self-similar fields. A further key issue concerns the identification of fractional parameters. This is the raison d'être of the statistics chapter, where generalized quadratic variations methods are mainly used for estimating fractional parameters. Last but not least, the simulation is addressed in the last chapter. Unlike the previous issues, the simulation of fractional fields is still an area of ongoing research. The algorithms presented in this chapter are efficient but do not claim to close the debate
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1964-
http://library.link/vocab/creatorName
Cohen, Serge
Dewey number
519.2/33
Index
index present
LC call number
QA274.75
LC item number
.C64 2013
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
http://library.link/vocab/relatedWorkOrContributorDate
1966-
http://library.link/vocab/relatedWorkOrContributorName
Istas, Jacques
Series statement
Mathématiques et applications
Series volume
73
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Mathematics
  • MATHEMATICS
  • Brownian motion processes
Label
Fractional fields and applications, Serge Cohen, Jacques Istas
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Introduction
  • Preliminaries
  • Self-Similarity
  • Asymptotic Self-Similarity
  • Statistics
  • Simulations
Control code
846692726
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783642367397
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-36739-7
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)846692726
Label
Fractional fields and applications, Serge Cohen, Jacques Istas
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Introduction
  • Preliminaries
  • Self-Similarity
  • Asymptotic Self-Similarity
  • Statistics
  • Simulations
Control code
846692726
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783642367397
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-36739-7
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)846692726

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