TY  - BOOK
AU  - Pipiras,Vladas
AU  - Taqqu,Murad S.
ED  - SpringerLink (Online service)
TI  - Stable Non-Gaussian Self-Similar Processes with Stationary Increments
T2  - SpringerBriefs in Probability and Mathematical Statistics,
SN  - 9783319623313
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2017///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Probabilities
KW  - Dynamics
KW  - Ergodic theory
KW  - Probability Theory and Stochastic Processes
KW  - Dynamical Systems and Ergodic Theory
N1  - Preliminaries -- Minimality, Rigidity, and Flows -- Mixed Moving Averages and Self-similarity -- A. Historical Notes -- B. Standard Lebesgue Spaces and Projections -- C. Notation Summary; Available to subscribing member institutions only. Доступно лише організаціям членам підписки
N2  - 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
UR  - https://doi.org/10.1007/978-3-319-62331-3
ER  -