Billede af bogens forside - Stable Non-Gaussian Random Processes

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

af Gennady (Cornell University Samoradnitsky

Bog, Hardback, Engelsk, 1994

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780412051715
  • Udgivet1/06/1994
  • Udgivet afTaylor & Francis Ltd
  • Længde654 sider
  • ForfatterGennady (Cornell University Samoradnitsky
  • GenreBusiness og læring