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Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Stochastic Processes and Long Range Dependence (Record no. 426543)

MARC details
000 -LEADER
fixed length control field 03849nam a22005415i 4500
020 ## - INTERNATIONAL STANDARD BOOKNUMBER
International Standard Book Number 9783319455754
-- 978-3-319-45575-4
024 7# -
-- 10.1007/978-3-319-45575-4
-- doi
040 ## -
-- ISI Library, Kolkata
050 #4 -
-- QA273.A1-274.9
050 #4 -
-- QA274-274.9
072 #7 -
-- PBT
-- bicssc
072 #7 -
-- MAT029000
-- bisacsh
072 #7 -
-- PBT
-- thema
072 #7 -
-- PBWL
-- thema
082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Samorodnitsky, Gennady.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Stochastic Processes and Long Range Dependence
Medium [electronic resource] /
Statement of responsibility, etc by Gennady Samorodnitsky.
942 ## - ADDED ENTRY ELEMENTS(KOHA)
Koha item type E-BOOKS
100 1# - MAIN ENTRY--PERSONAL NAME
-- author.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS
Place of production, publication, distribution, manufacture Cham :
Name of producer, publisher, distributor, manufacturer Springer International Publishing :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture 2016.
300 ## -
-- XI, 415 p. 5 illus.
-- online resource.
336 ## - CONTENT TYPE
Content Type Term text
Content Type Code txt
Source rdacontent
337 ## - MEDIA TYPE
Media Type Term computer
Media Type Code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier Type Term online resource
Carrier Type Code cr
Source rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# -
-- Springer Series in Operations Research and Financial Engineering,
-- 1431-8598
505 0# -
-- 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.
520 ## -
-- 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.
650 #0 -
-- Distribution (Probability theory.
650 #0 -
-- Mathematics.
650 #0 -
-- Differentiable dynamical systems.
650 14 -
-- Probability Theory and Stochastic Processes.
-- http://scigraph.springernature.com/things/product-market-codes/M27004
650 24 -
-- Measure and Integration.
-- http://scigraph.springernature.com/things/product-market-codes/M12120
650 24 -
-- Dynamical Systems and Ergodic Theory.
-- http://scigraph.springernature.com/things/product-market-codes/M1204X
710 2# -
-- SpringerLink (Online service)
773 0# -
-- Springer eBooks
776 08 -
-- Printed edition:
-- 9783319455747
776 08 -
-- Printed edition:
-- 9783319455761
776 08 -
-- Printed edition:
-- 9783319833217
830 #0 -
-- Springer Series in Operations Research and Financial Engineering,
-- 1431-8598
856 40 -
-- https://doi.org/10.1007/978-3-319-45575-4
912 ## -
-- ZDB-2-SMA
950 ## -
-- Mathematics and Statistics (Springer-11649)

No items available.

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