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Selfsimilar Processes

By: Paul Embrechts (Author)

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Ksh 13,850.00

Format: Hardback or Cased Book

ISBN-13: 9780691096278

Publisher: Princeton University Press

Publication Date: Aug 5th, 2002

Weight: 350 grams

Dimension: 23.70 x 16.20 x 1.50 cms

Category: Stochastics

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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. With an historical overview, this book describes the state of knowledge about selfsimilar processes and their applications. It emphasizes concepts, definitions and basic properties, giving the reader a road map of the realm of selfsimilarity.

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