How Long to Read Selfsimilar Processes

How Long Does it Take to Read Selfsimilar Processes?

It takes the average reader 2 hours and 12 minutes to read Selfsimilar Processes by Paul Embrechts

Assuming a reading speed of 250 words per minute. Learn more

Description

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 translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.

How long is Selfsimilar Processes?

Selfsimilar Processes by Paul Embrechts is 128 pages long, and a total of 33,024 words.

This makes it 43% the length of the average book. It also has 40% more words than the average book.

How Long Does it Take to Read Selfsimilar Processes Aloud?

The average oral reading speed is 183 words per minute. This means it takes 3 hours to read Selfsimilar Processes aloud.

What Reading Level is Selfsimilar Processes?

Selfsimilar Processes is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Selfsimilar Processes?

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