Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance by Gennady Samorodnitsky 9780412051715

Name: Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance by Gennady Samorodnitsky 9780412051715
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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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"There has been a pressing need for a book on this subject...The authors have succeeded in filling the gap...I am very glad a standard reference about stable processes now exists."
- Bulletin of the London Mathematical Society

Book Information
ISBN 9780412051715
Author Gennady Samoradnitsky
Format Hardback
Page Count 654
Imprint Chapman & Hall/CRC
Publisher Taylor & Francis Ltd
Weight(grams) 1330g

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