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Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering) by Gennady Samorodnitsky (auth.) is a nonfiction available to read on EtoBox.

What is Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering) about?

Mathematics Subject Classification (2010): 60G10 Stationary stochastic processes, 60G22 Fractional processes, including fractional Brownian motion, 60G18 Self-similar stochastic processes, 60G52 Stable stochastic processes, 60F17 Functional limit theorems; invariance principles, 60E07 Infinitely divisible distributions; stable distributions. Also applicable: Some subcategories of 62-XX StatisticsThis monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book c

Who reads Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)?

Author

Gennady Samorodnitsky (auth.)

Publisher

Springer, Springer Nature

Published

2016

Language

EN

ISBN

9783319455754

Category

nonfiction

Subjects

Mathematics, Science, Probability