[PDF.30mk] Selfsimilar Processes (Princeton Series in Applied Mathematics)

Selfsimilar Processes (Princeton Series in Applied Mathematics)

[PDF.iz99] Selfsimilar Processes (Princeton Series in Applied Mathematics)

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 | #4222124 in Books |  Princeton University Press |  2002-08-05 | Original language:English | PDF # 1 |  9.21 x.31 x6.14l,.78 | File type: PDF | 152 pages

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||2 of 3 people found the following review helpful.| A beautiful little book...|By Milton John|This really is a beautiful little book and it ties together well properties which are used and seen in actual data (network traffic, financial returns, etc) with rigorous mathematics.

If you have a project to be completed tomorrow for a customer on estimating network traffic, then don't start here. Go to one of the more pract|From the Inside Flap|"Authoritative and written by leading experts, this book is a significant contribution to a growing field. Selfsimilar processes crop up in a wide range of subjects from finance to physics, so this book will have a correspondingly wide reade

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this be...

You easily download any file type for your device.Selfsimilar Processes (Princeton Series in Applied Mathematics)   |  Paul Embrechts. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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