Stochastic Processes and Long Range Dependence

• Main Author: Samorodnitsky, Gennady (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Measure theory.; Probabilities.; Probability Theory and Stochastic Processes.; Measure and Integration.; Dynamical Systems and Ergodic Theory.

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 abse...