Hardcover
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.
Stable Non-Gaussian Random Processes, 1st Edition
Stochastic Models with Infinite Variance
$741.02
- Hardcover
654 pages
- Release Date
1 June 1994
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Summary
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.
Book Details
| ISBN-13: | 9780412051715 |
|---|---|
| ISBN-10: | 0412051710 |
| Author: | Gennady Samoradnitsky |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Chapman & Hall/CRC |
| Format: | Hardcover |
| Number of Pages: | 654 |
| Edition: | 1st |
| Release Date: | 1 June 1994 |
| Weight: | 1.33kg |
| Dimensions: | 229mm x 152mm |
| Series: | Stochastic Modeling Series |
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What They're Saying
Critics Review
“There has been a pressing need for a book on this subject…The authors have succeeded in filling the gap…I am very glad a standard reference about stable processes now exists.”- Bulletin of the London Mathematical Society
About The Author
Gennady Samoradnitsky
Samoradnitsky, Gennady
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