Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance

Editorial Reviews
Review
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 Description
Each chapter begins with a brief overview and concludes with a range of exercises at varying levels of difficulty. Proofs are spelled out in detail. DLC: Gaussian processes.

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance,Gennady Samorodnitsky,Chapman & Hall/CRC,0412051710,Gaussian distribution,Gaussian processes,Mathematics,Probability & Statistics - General,Science/Mathematics,Stochastic Processes,Mathematical modelling,Mathematics / Probability,Probability & statistics,Stochastics

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