Title: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)
Publisher: Routledge
Publication Date: 1994
Language: English
ISBN 10: 0412051710
ISBN 13: 9780412051715
Binding: Hardcover
Condition: New

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Synopsis

This book presents similarity between Gaussian and non-Gaussian stable multivariate distributions and introduces the one-dimensional stable random variables. It discusses the most basic sample path properties of stable processes, namely sample boundedness and continuity.

About the Author

Samoradnitsky, Gennady

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