Search Results for: Selfsimilar Processes

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these

For the first time the problems of voice services self-similarity are discussed systematically and in detail with specific examples and illustrations. Self-Simi

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments liv

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors