Selfsimilar processes
Auteur :
Embrechts, Paul
Éditeur :
Princeton University Press
ISBN :
9780691096278
Date de publication :
5 août 2002
Dimensions :
23,5 x 15,2 cm
Poids :
340 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
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.