Stable Non-Gaussian Self-Similar Processes with Stationary Increments

• Main Authors: Pipiras, Vladas (Author), Taqqu, Murad S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: SpringerBriefs in Probability and Mathematical Statistics,
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Probabilities.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book re...

Table of Contents:

• Preliminaries
• Minimality, Rigidity, and Flows
• Mixed Moving Averages and Self-similarity
• A. Historical Notes
• B. Standard Lebesgue Spaces and Projections
• C. Notation Summary.