Fractional Fields and Applications

• Main Authors: Cohen, Serge (Author), Istas, Jacques (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Mathématiques et Applications, 73
• Subjects: Mathematics.; Probabilities.; Statistical physics.; Dynamical systems.; Statistics.; Complexity, Computational.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Complexity.; Statistical Physics, Dynamical Systems and Complexity.

This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stéphane Jaff...

Table of Contents:

• Foreword
• Contents
• Introduction
• Preliminaries
• Self-similarity
• Asymptotic self-similarity
• Statistics
• Simulations
• A Appendix
• B Appendix
• References.