Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Description

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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Writer
Samoradnitsky, Gennady
Title
Stable Non-Gaussian Random Processes
Publisher
Taylor & Francis Ltd
Year
1994
Language
English
Pages
654
Weight
1179 gr
EAN
9780412051715
Dimensions
254 x 171 x 38 mm
Binding format
Hardback

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