# Selfsimilar Processes, Vol. 1

By **Paul Embrechts**

- ISBN-13: 9780691096278
- Series: [Princeton Series In Applied Mathematics](https://mybookbandits.com/series/princeton-series-in-applied-mathematics)
- Publisher: Princeton University Press
- Format: Hardcover
- Pages: 128
- Published: 5 Aug 2002

## About this book

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

---

Buy this book at [MyBookBandits](https://mybookbandits.com/books/9780691096278) — a new copy with worldwide UPS delivery.