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

Gennady Samoradnitsky

ISBN 10: 0412051710 / ISBN 13: 9780412051715

Edité par Taylor & Francis, Chapman And Hall/CRC, 1994

A propos de cet article

nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

N° de réf. du vendeur 9780412051715

Détails bibliographiques

• Titre: Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
• Éditeur: Taylor & Francis, Chapman And Hall/CRC
• Date de parution: 1994
• Langue: anglais
• ISBN à 10 chiffres: 0412051710
• ISBN à 13 chiffres: 9780412051715
• Reliure: Buch
• État de l'article: Neu

A propos de ce titre

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.

À propos de l?auteur

Samoradnitsky, Gennady