Selfsimilar Processes |
|
| Author:
| Embrechts, Paul |
| Series title: | Princeton Series in Applied Mathematics Ser. |
| ISBN: | 978-0-691-09627-8 |
| Publication Date: | Aug 2002 |
| Publisher: | Princeton University Press
|
| Book Format: | Hardback |
| List Price: | USD $81.00 |
Book Description:
|
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.
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.