This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity. In-depth appendices are also included. This book is aimed at graduate students and researchers working in probability theory and statistics.

Book Information
ISBN 9783319623306
Author Vladas Pipiras
Format Paperback
Page Count 135
Imprint Springer International Publishing AG
Publisher Springer International Publishing AG
Weight(grams) 2409g