Selfsimilar processes / (Record no. 81197)
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| Canceled/invalid LC control number | 2002108314 |
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| Language of cataloging | eng |
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| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1400814243 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781400814244 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781400825103 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1400825105 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0691096279 |
| Qualifying information | (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780691096278 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1515/9781400825103 |
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| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)52255009 |
| Canceled/invalid control number | (OCoLC)437140445 |
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| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 22573/ctt10m2m |
| Source of stock number/acquisition | JSTOR |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 9452497 |
| Source of stock number/acquisition | IEEE |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.9 |
| Item number | .E43 2002eb |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029040 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.23 |
| Edition number | 21 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | SK 820 |
| Number source | rvk |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Embrechts, Paul, |
| Dates associated with a name | 1953- |
| 9 (RLIN) | 63664 |
| 245 10 - TITLE STATEMENT | |
| Title | Selfsimilar processes / |
| Statement of responsibility, etc. | Paul Embrechts and Makoto Maejima. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Princeton, N.J. : |
| Name of publisher, distributor, etc. | Princeton University Press, |
| Date of publication, distribution, etc. | �2002. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (x, 111 pages) : |
| Other physical details | illustrations |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Princeton series in applied mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (pages 101-108) and index. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Print version record. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents; Preface; Chapter 1. Introduction; Chapter 2. Some Historical Background; Chapter 3. Selfsimilar Processes with Stationary Increments; Chapter 4. Fractional Brownian Motion; Chapter 5. Selfsimilar Processes with Independent Increments; Chapter 6. Sample Path Properties of Selfsimilar Stable Processes with Stationary Increments; Chapter 7. Simulation of Selfsimilar Processes; Chapter 8. Statistical Estimation; Chapter 9. Extensions; References; Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity t. |
| 546 ## - LANGUAGE NOTE | |
| Language note | In English. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | IEEE |
| Provenance (VM) [OBSOLETE] | IEEE Xplore Princeton University Press eBooks Library |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Self-similar processes. |
| 9 (RLIN) | 30990 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Distribution (Probability theory) |
| 9 (RLIN) | 10767 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Processus autosimilaires. |
| 9 (RLIN) | 63665 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Distribution (Th�eorie des probabilit�es) |
| 9 (RLIN) | 63666 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | distribution (statistics-related concept) |
| Source of heading or term | aat |
| 9 (RLIN) | 63667 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | Stochastic Processes. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 63668 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Distribution (Probability theory) |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst00895600 |
| 9 (RLIN) | 10767 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Self-similar processes. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst01111938 |
| 9 (RLIN) | 30990 |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 9 (RLIN) | 3294 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 9 (RLIN) | 3294 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Maejima, Makoto. |
| 9 (RLIN) | 63669 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Embrechts, Paul, 1953- |
| Title | Selfsimilar processes. |
| Place, publisher, and date of publication | Princeton, N.J. : Princeton University Press, �2002 |
| International Standard Book Number | 0691096279 |
| Record control number | (DLC) 2002108314 |
| -- | (OCoLC)48837321 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Princeton series in applied mathematics. |
| 9 (RLIN) | 63670 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ieeexplore.ieee.org/servlet/opac?bknumber=9452497">https://ieeexplore.ieee.org/servlet/opac?bknumber=9452497</a> |
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