Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Inbunden, Engelska, 1994

Av Gennady Samoradnitsky, M.S. Taqqu, USA) Samoradnitsky, Gennady (Cornell University, New York, USA) Taqqu, M.S. (Boston University, Massachusetts, M. S. Taqqu

3 419 kr

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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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