INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9783642367397
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-52324
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Fractional Fields and Application
General Material Designation
[Book]
Other Title Information
:[delta
First Statement of Responsibility
/ by Serge Cohen, Jacques Istas
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Berlin, Heidelberg
Name of Publisher, Distributor, etc.
: Springer Berlin Heidelberg :Imprint: Springer,
Date of Publication, Distribution, etc.
, 2013.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
XII, 270 p. 27 illus., online resource.
SERIES
Series Title
(Math?شmatiques et Applications,1154-483X
Volume Designation
; 73)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
CONTENTS NOTE
Text of Note
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 St?شphane 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 L?شvy fields. The L?شvy 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'??tre 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.
Text of Note
Foreword -- Contents -- Introduction -- Preliminaries -- Self-similarity -- Asymptotic self-similarity -- Statistics -- Simulations -- A Appendix -- B Appendix -- References.?╗╣
SERIES
Title
Math?شmatiques et Applications,1154-483X
Volume Number
73
TOPICAL NAME USED AS SUBJECT
Mathematics
Distribution (Probability theory)
Physics
Mathematical statistics
Engineering
Electronic books
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - PRIMARY RESPONSIBILITY
Cohen, Serge.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Istas, Jacques
SpringerLink (Online service)
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9783642367380.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9783642367380.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
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