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

Editore: Chapman & Hall, 1994

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

Codice articolo __0412051710

Dati bibliografici

• Titolo: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
• Editore: Chapman & Hall
• Data di pubblicazione: 1994
• Lingua: Inglese
• ISBN 10: 0412051710
• ISBN 13: 9780412051715
• Rilegatura: Hardcover
• Condizione: Brand New

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

Samoradnitsky, Gennady