| 書(shū)目名稱 | Fractional Fields and Applications |
| 編輯 | Serge Cohen,Jacques Istas |
| 視頻video | http://file.papertrans.cn/348/347402/347402.mp4 |
| 概述 | Stated and proved properties of fractional Brownian fields.Efficient statistical inference of fractional parameters.Efficient simulation algorithm of fractional fields |
| 叢書(shū)名稱 | Mathématiques et Applications |
| 圖書(shū)封面 |  |
| 描述 | 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 i |
| 出版日期 | Book 2013 |
| 關(guān)鍵詞 | Lévy fields; fractional Brownian fields; self-similarity; simulation; statistics; complexity |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-36739-7 |
| isbn_softcover | 978-3-642-36738-0 |
| isbn_ebook | 978-3-642-36739-7Series ISSN 1154-483X Series E-ISSN 2198-3275 |
| issn_series | 1154-483X |
| copyright | Springer-Verlag Berlin Heidelberg 2013 |
|Archiver|手機(jī)版|小黑屋|
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