Selfsimilar processes / (Record no. 81197)
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control field | ocm52255009 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20220908095959.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 030515s2002 njua ob 001 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
Canceled/invalid LC control number | 2002108314 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | N$T |
Language of cataloging | eng |
Description conventions | pn |
Transcribing agency | N$T |
Modifying agency | YDXCP |
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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 |
Source of number or code | doi |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000051571596 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000054154707 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | CHBIS |
System control number | 010686119 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | CHVBK |
System control number | 364490020 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | DEBBG |
System control number | BV043131760 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | DEBBG |
System control number | BV044137075 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | DEBSZ |
System control number | 379310473 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | DEBSZ |
System control number | 422433497 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | GBVCP |
System control number | 1003566669 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | GBVCP |
System control number | 800949706 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | HEBIS |
System control number | 293915652 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | NZ1 |
System control number | 14244622 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000066750046 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | DKDLA |
System control number | 820120-katalog:999942555705765 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)52255009 |
Canceled/invalid control number | (OCoLC)437140445 |
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-- | (OCoLC)1181910092 |
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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942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eBooks |
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