About this book
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.
- DOI https://doi.org/10.1007/978-3-319-62331-3
- Copyright Information The Author(s) 2017
- Publisher Name Springer, Cham
- eBook Packages Mathematics and Statistics
- Print ISBN 978-3-319-62330-6
- Online ISBN 978-3-319-62331-3
- Series Print ISSN 2365-4333
- Series Online ISSN 2365-4341
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