Stable Non-Gaussian Random Processes Stochastic Models with Infinite Variance |
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| Author:
| Samoradnitsky, Gennady
Taqqu, M. S. |
| Series title: | Stochastic Modeling Ser. |
| ISBN: | 978-0-412-05171-5 |
| Publication Date: | Jun 1994 |
| Publisher: | CRC Press LLC
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| Imprint: | Chapman & Hall/CRC |
| Book Format: | Hardback |
| List Price: | AUD $263.99 |
Book Description:
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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.
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.