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

1st Edition

Gennady Samoradnitsky, M.S. Taqqu

Chapman and Hall/CRC
Published June 1, 1994
Reference - 632 Pages
ISBN 9780412051715 - CAT# C5171
Series: Stochastic Modeling Series

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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.