Overview
- Stated and proved properties of fractional Brownian fields
- Efficient statistical inference of fractional parameters
- Efficient simulation algorithm of fractional fields
Part of the book series: Mathématiques et Applications (MATHAPPLIC, volume 73)
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Table of contents (6 chapters)
Keywords
About this book
Reviews
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)
Authors and Affiliations
Bibliographic Information
Book Title: Fractional Fields and Applications
Authors: Serge Cohen, Jacques Istas
Series Title: Mathématiques et Applications
DOI: https://doi.org/10.1007/978-3-642-36739-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2013
Softcover ISBN: 978-3-642-36738-0Published: 12 June 2013
eBook ISBN: 978-3-642-36739-7Published: 29 May 2013
Series ISSN: 1154-483X
Series E-ISSN: 2198-3275
Edition Number: 1
Number of Pages: XII, 270
Number of Illustrations: 27 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods, Complexity, Complex Systems, Statistical Physics and Dynamical Systems