Coverart for item
The Resource Stochastic Processes and Long Range Dependence, by Gennady Samorodnitsky, (electronic resource)

Stochastic Processes and Long Range Dependence, by Gennady Samorodnitsky, (electronic resource)

Label
Stochastic Processes and Long Range Dependence
Title
Stochastic Processes and Long Range Dependence
Statement of responsibility
by Gennady Samorodnitsky
Creator
Subject
Language
eng
Summary
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 book has 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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Samorodnitsky, Gennady
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Springer eBooks
  • Springer Series in Operations Research and Financial Engineering,
http://library.link/vocab/subjectName
  • Mathematics
  • Dynamics
  • Ergodic theory
  • Measure theory
  • Probabilities
Label
Stochastic Processes and Long Range Dependence, by Gennady Samorodnitsky, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-45575-4
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-3-319-45575-4
Dimensions
unknown
Extent
1 online resource (XI, 415 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319455754
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-45575-4
Other physical details
5 illustrations
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)963587123
Label
Stochastic Processes and Long Range Dependence, by Gennady Samorodnitsky, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-45575-4
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-3-319-45575-4
Dimensions
unknown
Extent
1 online resource (XI, 415 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319455754
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-45575-4
Other physical details
5 illustrations
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)963587123

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