Tell your friends about this item:
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance - Stochastic Modeling Series Samoradnitsky, Gennady (Cornell University, New York, USA) 1st edition
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance - Stochastic Modeling Series
Samoradnitsky, Gennady (Cornell University, New York, USA)
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.
632 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 1, 1994 |
| ISBN13 | 9780412051715 |
| Publishers | Taylor & Francis Ltd |
| Pages | 654 |
| Dimensions | 164 × 245 × 45 mm · 1.07 kg |
| Language | English |
| Series Editor | Shaked, Moshe |