Stochastic Processes and Long Range Dependence

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Statistics
Cover of the book Stochastic Processes and Long Range Dependence by Gennady Samorodnitsky, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Gennady Samorodnitsky ISBN: 9783319455754
Publisher: Springer International Publishing Publication: November 9, 2016
Imprint: Springer Language: English
Author: Gennady Samorodnitsky
ISBN: 9783319455754
Publisher: Springer International Publishing
Publication: November 9, 2016
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Convex Functions and Their Applications by Gennady Samorodnitsky
Cover of the book Governing Metropolitan Transport by Gennady Samorodnitsky
Cover of the book Communications and Networking by Gennady Samorodnitsky
Cover of the book Harmonic and Complex Analysis and its Applications by Gennady Samorodnitsky
Cover of the book Gain-Cell Embedded DRAMs for Low-Power VLSI Systems-on-Chip by Gennady Samorodnitsky
Cover of the book Advances in Through-life Engineering Services by Gennady Samorodnitsky
Cover of the book Computational Movement Analysis by Gennady Samorodnitsky
Cover of the book Towards Wise Management by Gennady Samorodnitsky
Cover of the book Intelligence and Security Oversight by Gennady Samorodnitsky
Cover of the book War Crimes Trials in the Wake of Decolonization and Cold War in Asia, 1945-1956 by Gennady Samorodnitsky
Cover of the book The Structure and Stability of Persistence Modules by Gennady Samorodnitsky
Cover of the book State-Formation and Democratization by Gennady Samorodnitsky
Cover of the book Haptics: Science, Technology, and Applications by Gennady Samorodnitsky
Cover of the book Robotics in STEM Education by Gennady Samorodnitsky
Cover of the book Inequality and Organizational Practice by Gennady Samorodnitsky
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy