rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic Processes and Long Range Dependence
  name:
    name part: Samorodnitsky, Gennady.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2016
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XI, 415 p. 5 illus. online resource.
  abstract: 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.
  table of contents: 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.
  note: by Gennady Samorodnitsky.
  subject:
    topic: Mathematics
  subject:
    topic: Dynamics
  subject:
    topic: Ergodic theory
  subject:
    topic: Measure theory
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Measure and Integration
  subject:
    topic: Dynamical Systems and Ergodic Theory
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Springer Series in Operations Research and Financial Engineering
  identifier: 9783319455754
  identifier: http://dx.doi.org/10.1007/978-3-319-45575-4
  record info:
    record creation date: 161110
    record change date: 20161110135656.0
    record identifier: 978-3-319-45575-4