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 present a way to describe and classify
these processes by relating them to so-called deterministic flows.
The first sections in the book review random variables, stochastic
processes, and integrals, moving on to rigidity and flows, and
finally ending with mixed moving averages and self-similarity.
In-depth appendices are also included. This book is aimed at
graduate students and researchers working in probability theory and
statistics.
General
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