Fractional fields and applications ; By Serge Cohen, Jacques Istas

ISBN:9783642367380
Publisher: Springer 2013
Physical Details: 1 vol. (XII-270 p.) 24
Notes:This monograph considers fractional Brownian fields and their extensions. Starting with an introductory chapter on stochastic fields and fractal analysis the text continues with a concise discussion of self-similarity with particular emphasis on Gaussian self similar fields. Other topic are Lévy fields and their most important properties. The last two parts of the book deal with more practical issues from statistics and simulation of fractional fields. 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. (zbMath)
Record No.:15399
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Monographie Séries SMA CMI 2017-07-18 10060-01