Stable Non-Gaussian Self-Similar Processes with Stationary Increments, Vladas Pipiras; Murad S. Taqqu

Автор: Tudor, Ciprian A.
Название: Analysis of Variations for Self-similar Processes
ISBN: 3319009354 ISBN-13(EAN): 9783319009353
Издательство: Springer
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Описание: This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys recent techniques and findings on limit theorems and Malliavin calculus.

Автор: Tomasz Rolski
Название: Stationary Random Processes Associated with Point Processes
ISBN: 0387905758 ISBN-13(EAN): 9780387905754
Издательство: Springer
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Описание: Chapter 2 deals with discrete time theory. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech- nical details. Chapter 3 deals with continuous time theory. Three applications of the continuous time theory are given in Chapter 4.

Автор: Hida Takeyuki
Название: Stationary Stochastic Processes. (MN-8):
ISBN: 0691621411 ISBN-13(EAN): 9780691621418
Издательство: Wiley
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Описание: Encompassing both introductory and more advanced research material, these notes deal with the author`s contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously

Автор: A.V. Skorohod
Название: Random Processes with Independent Increments
ISBN: 0792303407 ISBN-13(EAN): 9780792303404
Издательство: Springer
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Описание: One SCI\'ice mathematics bas rendered the 'Et moi, .... si j'avait su comment en revcnir. je n'y serais point aile: human race. It bas put common sc: nsc back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ..: 'One service logic has rendered com- puter science ..: 'One service category theory has rendered mathematics ..: . All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Автор: Ciprian Tudor
Название: Analysis of Variations for Self-similar Processes
ISBN: 3319033689 ISBN-13(EAN): 9783319033686
Издательство: Springer
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Описание: This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys recent techniques and findings on limit theorems and Malliavin calculus.

Автор: Iksanov, Alexander
Название: Renewal theory for perturbed random walks and similar processes
ISBN: 3319491113 ISBN-13(EAN): 9783319491110
Издательство: Springer
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Описание: This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration.

Автор: Anna Timofiejczuk; Fakher Chaari; Radoslaw Zimroz;
Название: Advances in Condition Monitoring of Machinery in Non-Stationary Operations
ISBN: 3319619268 ISBN-13(EAN): 9783319619262
Издательство: Springer
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Описание: This book provides readers with a snapshot of recent methods for non-stationary vibration analysis of machinery.

Автор: Francois Baccelli; Pierre Bremaud
Название: Palm Probabilities and Stationary Queues
ISBN: 0387965149 ISBN-13(EAN): 9780387965147
Издательство: Springer
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Автор: A.M. Yaglom
Название: Correlation Theory of Stationary and Related Random Functions
ISBN: 1461290902 ISBN-13(EAN): 9781461290902
Издательство: Springer
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Описание: Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions.

Автор: K. Dzhaparidze; Samuel Kotz
Название: Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
ISBN: 1461293251 ISBN-13(EAN): 9781461293255
Издательство: Springer
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Описание: of the spectral density I obtained by applying a certain statistical procedure to the observed values of the variables Xl` . , X , usually depends in n a complicated manner on the cyclic frequency). , are approximated by values of a certain sufficiently simple function 1 = 1

Автор: A. M. Yaglom
Название: Correlation Theory of Stationary and Related Random Functions
ISBN: 1461290864 ISBN-13(EAN): 9781461290865
Издательство: Springer
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Описание: The theory of random functions is a very important and advanced part of modem probability theory, which is very interesting from the mathematical point of view and has many practical applications.

Автор: Simon Marvin K., Riedel Eibe
Название: Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists
ISBN: 0387346570 ISBN-13(EAN): 9780387346571
Издательство: Springer
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Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.