Two disjoint classes of self-similar symmetric stable processes with stationary increments are studied. The first class consists of linear fractional stable pro

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these

The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, sto

This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together su