Stable Non-Gaussian Random Processes | Stochastic Models with Infinite Variance

Book 1 of 2: Stochastic Modeling Series

Gennady Samoradnitsky

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ISBN 10: 0412051710 ISBN 13: 9780412051715

Published by Taylor & Francis Ltd, 1994

Language: English

Condition: New Hardcover

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Bibliographic Details

Title

Stable Non-Gaussian Random Processes | Stochastic Models with Infinite Variance

Publisher

Taylor & Francis Ltd

Publication Date

1994

Language

English

ISBN 10

0412051710

ISBN 13

9780412051715

Binding

Buch

Condition

Neu

Dimensions

Weight

1055 grams

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B�cher

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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.

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Samoradnitsky, Gennady

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