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

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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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Autor/a Gennady Samoradnitsky
ISBN13 9780412051715
ISBN10 0412051710
Pàgines 654
Any Edició 1994
Fecha de publicación 01/06/1994
Idioma Alemany, Francès

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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Alemany, Francès)

Name: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
Price: 247.00 EUR
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ISBN: 9780412051715