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

Stidham Jr., Shaler (Series edited by)/ Scarsini, Marco (Series edited by)/ Shaked, Moshe (Series edited by)/ Samoradnitsky, Gennady (Author)/ Taqqu, M.S. (Author)

ISBN 10: 0412051710 / ISBN 13: 9780412051715

Verlag: Chapman & Hall, 1994

Beschreibung

1st edition. 632 pages. 10.00x6.75x1.50 inches. In Stock.

Bestandsnummer des Verkäufers __0412051710

Bibliografische Details

• Titel: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
• Verlag: Chapman & Hall
• Veröffentlichungsdatum: 1994
• Sprache: Englisch
• ISBN-10: 0412051710
• ISBN-13: 9780412051715
• Bindung: Hardcover
• Zustand: Brand New

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Samoradnitsky, Gennady