This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Series: Stochastic Modeling. Num Pages: 632 pages, illustrations. BIC Classification: PBT; PBWH; PBWL. Category: (P) Professional & Vocational. Dimension: 245 x 164 x 45. Weight in Grams: 1066. . 1994. 1st Edition. hardcover. . . . .

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Bibliographic Details

Title: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance: 1 (Stochastic Modeling Series)
Publisher: Routledge
Publication Date: 1994
Language: English
ISBN 10: 0412051710
ISBN 13: 9780412051715
Binding: Hardcover
Edition: 1st Edition
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.

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Samoradnitsky, Gennady

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