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The Resource Selfsimilar processes, Paul Embrechts and Makoto Maejima

Selfsimilar processes, Paul Embrechts and Makoto Maejima

Label
Selfsimilar processes
Title
Selfsimilar processes
Statement of responsibility
Paul Embrechts and Makoto Maejima
Creator
Contributor
Subject
Language
eng
Summary
"After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions, and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications." "Although the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity."--Jacket
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1953-
http://library.link/vocab/creatorName
Embrechts, Paul
Dewey number
519.2/4
Illustrations
illustrations
Index
index present
LC call number
QA274.9
LC item number
.E43 2002
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Maejima, Makoto
Series statement
Princeton series in applied mathematics
http://library.link/vocab/subjectName
  • Self-similar processes
  • Distribution (Probability theory)
Label
Selfsimilar processes, Paul Embrechts and Makoto Maejima
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [101]-108) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
48837321
Dimensions
25 cm
Extent
x, 111 pages
Isbn
9780691096278
Isbn Type
(alk. paper)
Lccn
2002108314
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Selfsimilar processes, Paul Embrechts and Makoto Maejima
Publication
Bibliography note
Includes bibliographical references (pages [101]-108) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
48837321
Dimensions
25 cm
Extent
x, 111 pages
Isbn
9780691096278
Isbn Type
(alk. paper)
Lccn
2002108314
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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