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Selfsimilar Processes - Paul Embrechts - Bog

Bag om Selfsimilar Processes

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. With an historical overview, this book describes the state of knowledge about selfsimilar processes and their applications. It emphasizes concepts, definitions and basic properties, giving the reader a road map of the realm of selfsimilarity.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691096278
  • Indbinding:
  • Hardback
  • Sideantal:
  • 128
  • Udgivet:
  • 5. August 2002
  • Størrelse:
  • 162x237x15 mm.
  • Vægt:
  • 350 g.
  • 8-11 hverdage.
  • 16. Oktober 2024

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Beskrivelse af Selfsimilar Processes

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. With an historical overview, this book describes the state of knowledge about selfsimilar processes and their applications. It emphasizes concepts, definitions and basic properties, giving the reader a road map of the realm of selfsimilarity.

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