Cantitate/Preț
Produs

Stochastic Processes and Long Range Dependence: Springer Series in Operations Research and Financial Engineering

Autor Gennady Samorodnitsky
en Limba Engleză Hardback – 16 noi 2016
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results.
Most of the material in the bookhas not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 64376 lei  38-44 zile
  Springer International Publishing – 28 iun 2018 64376 lei  38-44 zile
Hardback (1) 65417 lei  38-44 zile
  Springer International Publishing – 16 noi 2016 65417 lei  38-44 zile

Din seria Springer Series in Operations Research and Financial Engineering

Preț: 65417 lei

Preț vechi: 86075 lei
-24% Nou

Puncte Express: 981

Preț estimativ în valută:
12519 13004$ 10399£

Carte tipărită la comandă

Livrare economică 29 ianuarie-04 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783319455747
ISBN-10: 3319455745
Pagini: 428
Ilustrații: XI, 415 p. 5 illus.
Dimensiuni: 155 x 235 x 30 mm
Greutate: 0.77 kg
Ediția:1st ed. 2016
Editura: Springer International Publishing
Colecția Springer
Seria Springer Series in Operations Research and Financial Engineering

Locul publicării:Cham, Switzerland

Cuprins

Preface.- Stationary Processes.- Ergodic Theory of Stationary Processes.- Infinitely Divisible Processes.- Heavy Tails.- Hurst Phenomenon.- Second-order Theory.- Fractionally Integrated Processes.- Self-similar Processes.- Long Range Dependence as a Phase Transition.- Appendix.

Recenzii

“This book is dedicated to the long-range dependence as a property of stationary stochastic processes. It is a very interesting, well-written and easy to read book and can be used as a source of information for students and researchers who want to learn about the long-range dependence property.” (Miroslav M. Ristić, zbMATH 1376.60007, 2018)

“The author has achieved a remarkably balanced presentation: the book includes selective materials for a first class on stationary stochastic processes, explains important concepts and key developments for long-range dependence, illustrates with a large collection of important and representative examples, and points out at the end a very promising direction in the area. The monograph is an ideal textbook on stochastic processes with long-range dependence for a one- or two-semester course for graduate students.” (Yizao Wany, Mathematical Reviews, October, 2017)

Notă biografică

Gennady Samorodnitsky is a Professor in the School of Operations Research and Information Engineering at Cornell University. His interest lies both in probability theory and in its various applications.

Textul de pe ultima copertă

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results.
Most of the material in the bookhas not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.

Caracteristici

First book of its kind to offer a self-contained modern introduction to long-range dependence Written by a leading expert in the field; the product of many years of experience and insight Presents the reader with both the standard approach and the author’s own, less standard, approach to long-range dependence Includes new results made by the author Includes supplementary material: sn.pub/extras