Selfsimilar Processes

Name: Selfsimilar Processes
Brand: Princeton University Press
SKU: 2166109
Author: Paul Embrechts

Paul Embrechts

Princeton University Press

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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. With an historical overview, this book describes the state of knowledge about selfsimilar processes and their applications. It emphasizes concepts, definitions and basic properties, giving…

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