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Stable Non-Gaussian Random Processes
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Stable Non-Gaussian Random Processes

innbundet, 1994
Engelsk
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.
Undertittel
Stochastic Models with Infinite Variance
ISBN
9780412051715
Språk
Engelsk
Vekt
1330 gram
Utgivelsesdato
1.6.1994
Antall sider
654