Gennady Samoradnitsky, M.S. Taqqu

Gebundenes Buch

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Beschreibung

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.

Produktdetails

• Stochastic Modeling Series
• Verlag: Chapman and Hall/CRC / Taylor & Francis
• 1994.
• Seitenzahl: 654
• Englisch
• Abmessung: 38mm x 156mm x 234mm
• Gewicht: 1081g
• ISBN-13: 9780412051715
• ISBN-10: 0412051710
• Artikelnr.: 22414069