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

By Gennady Samoradnitsky, Gennady Samorodnitsky, M.S. Taqqu

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 0412051710
• ISBN13: 9780412051715
• Release Date: June 1994
• Publisher: Routledge
• Length: 654 Pages
• Weight: 2.33 lbs.
• Dimensions: 1.5" x 6.5" x 9.5"
• Age Range: 18 years and under
• Grade Range: Postsecondary