Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochas...
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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)
Book Details
- Author
- Gennady Samorodnitsky
- Publisher
- Chapman and Hall/CRC
- Format
- Hardcover
- Language
- English
- Category
- Probability & Statistics
- Condition
- New
- ISBN-13
- 9780412051715
- ISBN-10
- 0412051710
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ISBN: 0412051710
Author: Gennady Samorodnitsky
Condition: New
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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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)

