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Selfsimilar 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
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
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Selfsimilar Processes is available in English on GlowMirror.
Who is the author of Selfsimilar Processes?
Selfsimilar Processes is authored by Paul Embrechts.
Who published Selfsimilar Processes?
Selfsimilar Processes is published by Princeton University Press.
How many pages does Selfsimilar Processes have?
Page count information for Selfsimilar Processes is available in the specifications section of this page.
How long does it take to read Selfsimilar Processes?
At an average reading speed of 250 words per minute, reading Selfsimilar Processes takes a few hours to a few days depending on reading pace.
What is Selfsimilar Processes about?
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 exampl...
Is Selfsimilar Processes suitable for beginners?
Whether Selfsimilar Processes is suitable for beginners depends on your background in Princeton University Press. Review the product description and specifications above for details on the target audience and difficulty level.
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