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

by Gennady Samoradnitsky
Save 17% Save 17%
Current price ₹27,132.00
Original price ₹32,559.00
Original price ₹32,559.00
Original price ₹32,559.00
(-17%)
₹27,132.00
Current price ₹27,132.00

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Book cover type: Hardcover
  • ISBN13: 9780412051715
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Routledge
  • Publisher Imprint: Routledge
  • Publication Date:
  • Pages: 654
  • Original Price: USD 265.0
  • Language: English
  • Edition: 1
  • Item Weight: 1030 grams
  • BISAC Subject(s): Probability & Statistics / Bayesian Analysis

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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