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Stable Non-Gaussian Random Processes

Stochastic Models With Infinite Variance

by Gennady (Cornell University, New York, Usa) Samoradnitsky e M.S. (Boston University, Massachusetts, Usa) Taqqu
language: english
Publisher: TAYLOR & FRANCIS LTD, June of 1994 ‧
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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.

Stable Non-Gaussian Random Processes

Stochastic Models With Infinite Variance

by Gennady (Cornell University, New York, Usa) Samoradnitsky e M.S. (Boston University, Massachusetts, Usa) Taqqu

Property Description
ISBN: 9780412051715
Publisher: TAYLOR & FRANCIS LTD
Release Date: June of 1994
Language: English
Cover: Hardcover
Pages: 654
Format: Book
Collection: Stochastic Modeling Series
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9780412051715

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