Stable Non-Gaussian Random Processes
Gennady (Cornell University, New York, USA) Samoradnitsky, M.S. (Boston University, Massachusetts, USA) Taqqu
Taylor & Francis Ltd, 1994
317,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780412051715
- ISBN-10
- 0412051710
- Publisher
- Taylor & Francis Ltd
- Year
- 1994
- Publication date
- 1994-06-01
- Pages
- 654
- Dimensions
- 245x164x45
- Weight
- 1066