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9783319455747

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This book is dedicated to the long-range dependence as a property of stationary stochastic processes. It is a very interesting, well-written and easy to read book and can be used as a source of information for students and researchers who want to learn about the long-range dependence property. (Miroslav M. Ristic, zbMATH 1376.60007, 2018) The author has achieved a remarkably balanced presentation: the book includes selective materials for a first class on stationary stochastic processes, explains important concepts and key developments for long-range dependence, illustrates with a large collection of important and representative examples, and points out at the end a very promising direction in the area. The monograph is an ideal textbook on stochastic processes with long-range dependence for a one- or two-semester course for graduate students. (Yizao Wany, Mathematical Reviews, October, 2017)

This book is dedicated to the long-range dependence as a property of stationary stochastic processes. It is a very interesting, well-written and easy to read book and can be used as a source of information for students and researchers who want to learn about the long-range dependence property. (Miroslav M. Ristic, zbMATH 1376.60007, 2018)

Author Information

Gennady Samorodnitsky is a Professor in the School of Operations Research and Information Engineering at Cornell University. His interest lies both in probability theory and in its various applications.

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