From the reviews:
“This monograph considers fractional Brownian fields and their extensions. ... The text is well written and should be accessible for readers with basic knowledge in probability and stochastic processes. With its wide range of different topics it closes a gap in the existing literature and will be of great use for anybody interested in the topic.” (Hilmar Mai, zbMATH, Vol. 1279, 2014)
"Sobre este título" puede pertenecer a otra edición de este libro.
Gastos de envío:
EUR 3,68
A Estados Unidos de America
Descripción Condición: New. pp. 284. Nº de ref. del artículo: 2651411220
Descripción Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEOCT23-195533
Descripción Condición: New. Nº de ref. del artículo: 19559225-n
Descripción Soft Cover. Condición: new. Nº de ref. del artículo: 9783642367380
Descripción Condición: New. pp. 284 27 Illus. Nº de ref. del artículo: 57132747
Descripción Condición: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship from the US or other locations in India depending on your location and availability. Nº de ref. del artículo: ABTR-92775
Descripción Condición: New. Nº de ref. del artículo: ABLIING23Mar3113020225251
Descripción Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9783642367380_lsuk
Descripción Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Jaffard, a long first chapter is devoted to classical results from stochastic fields and fractal analysis. A central notion throughout this book is self-similarity, which is dealt with in a second chapter with a particular emphasis on the celebrated Gaussian self-similar fields, called fractional Brownian fields after Mandelbrot and Van Ness's seminal paper. Fundamental properties of fractional Brownian fields are then stated and proved. The second central notion of this book is the so-called local asymptotic self-similarity (in short lass), which is a local version of self-similarity, defined in the third chapter. A lengthy study is devoted to lass fields with finite variance. Among these lass fields, we find both Gaussian fields and non-Gaussian fields, called Lévy fields. The Lévy fields can be viewed as bridges between fractional Brownian fields and stable self-similar fields. A further key issue concerns the identification of fractional parameters. This is the raison d'être of the statistics chapter, where generalized quadratic variations methods are mainly used for estimating fractional parameters. Last but not least, the simulation is addressed in the last chapter. Unlike the previous issues, the simulation of fractional fields is still an area of ongoing research. The algorithms presented in this chapter are efficient but do not claim to close the debate. 284 pp. Englisch. Nº de ref. del artículo: 9783642367380
Descripción Condición: New. Nº de ref. del artículo: 19559225-n