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Record Nr. |
UNINA9910779907303321 |
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Autore |
Embrechts Paul <1953-> |
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Titolo |
Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
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Pubbl/distr/stampa |
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Princeton, N.J., : Princeton University Press, c2002 |
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ISBN |
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1-282-08759-2 |
9786612087592 |
1-4008-2510-5 |
1-4008-1424-3 |
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Edizione |
[Course Book] |
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Descrizione fisica |
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1 online resource (123 p.) |
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Collana |
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Princeton series in applied mathematics |
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Classificazione |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Distribution (Probability theory) |
Self-similar processes |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
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Sommario/riassunto |
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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 |
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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. |
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2. |
Record Nr. |
UNINA9910794476603321 |
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Autore |
Blagg Harry |
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Titolo |
Decolonising justice for Aboriginal youth with fetal alcohol spectrum disorders / / Harry Blagg, Tamara Tulich, Robyn Williams, Raewyn Mutch, Suzie Edward May, Dorothy Badry, and Michelle Stewart |
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Pubbl/distr/stampa |
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Abingdon, Oxon ; ; New York, NY : , : Routledge, Taylor & Francis Group, , 2021 |
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©2021 |
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ISBN |
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1-000-30067-6 |
0-429-32552-5 |
1-000-31768-4 |
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Descrizione fisica |
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1 online resource (211 pages) |
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Collana |
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Disciplina |
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Soggetti |
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Fetal alcohol spectrum disorders |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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"This book reflects multidisciplinary and cross-jurisdictional analysis of issues surrounding Fetal Alcohol Spectrum Disorders (FASD) and the criminal justice system, and the impact on Aboriginal children, young people and their families. Early diagnosis and assessment of FASD may make a crucial difference to the life chances of Aboriginal youth and their families. Situated within a 'decolonising' approach, we explore the potential for increased diversion into Aboriginal community managed, on-country programs, enabled through innovation at the point of first contact with the police, and non-adversarial, needs focused courts. We argue for the radical recalibration of both theory and practice around diversion, intervention and the role of courts to significantly lower rates of incarceration - reducing the tendency for contributory outcomes inherent in imprisonment for people with cognitive impairments. We also argue that Aboriginal communities and families are best placed to construct the social and cultural scaffolding around vulnerable youth that could prevent damaging contact with the mainstream justice system. It brings together advanced thinking in criminology, Aboriginal justice issues, law, paediatrics, social work and Indigenous mental health and wellbeing, and is grounded in research undertaken in Australia, Canada and New Zealand. One of the key themes through the text is that, far from providing solutions to FASD, the mainstream criminal justice system increases the likelihood of adverse outcomes for children with FASD and their families. This book provides the first comprehensive and multidisciplinary account of FASD and its implications for the criminal justice system - from prevalence and diagnosis, to sentencing and culturally secure training for custodial officers"-- |
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