This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.
This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate stud...
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written...
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become...
Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution inequalities. Also included in the text are articles on: Markovian property and extreme values; interacting particle approximation, communication networks; the Italian problem; and global dependancy measure and prediction.
Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered...
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod- els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu- larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of...
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mo...
A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.
A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this r...
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...
This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages...
