Stochastic Processes and Long Range Dependence (Record no. 426543)
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000 -LEADER | |
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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 |
-- | |
-- | 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) |
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