-54% OFFSelfsimilar Processes (English, Paul Embrechts)
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Specifications
| Publisher | Princeton University Press |
| Language | English |
| ISBN-13 | 9780691096278 |
| ISBN-10 | 0691096279 |
| Author | Paul Embrechts |
Product Description
Here on GlowMirror, you'll find Selfsimilar Processes filed under Princeton University Press -- everything you need to know is covered below.
About the Book
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a…
ISBN: 9780691096278
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Selfsimilar Processes
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in Princeton University Press
Who Should Read This
Students and professionals interested in Princeton University Press, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy





