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

Published by Chapman & Hall, 1994

About this Item

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

Seller Inventory # __0412051710

Bibliographic Details

• Title: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
• Publisher: Chapman & Hall
• Publication Date: 1994
• Language: English
• ISBN 10: 0412051710
• ISBN 13: 9780412051715
• Binding: Hardcover
• Condition: Brand New

About this title

Synopsis

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.

About the Author

Samoradnitsky, Gennady