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 present a way to describe
and classify these processes by relating them to so-called deterministic flows. The first
sections in the book review random variables stochastic processes and integrals moving on to
rigidity and flows and finally ending with mixed moving averages and self-similarity. In-depth
appendices are also included. This book is aimed at graduate students and researchers working
in probability theory and statistics.
