Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance, 1st Edition (e-Book) book cover

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance, 1st Edition

By Gennady Samoradnitsky

Routledge

632 pages

Purchasing Options:$ = USD
Hardback: 9780412051715
pub: 1994-06-01
$210.00
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eBook (VitalSource) : 9780203738818
pub: 2017-11-22
from $28.98


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Description

This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.

Reviews

"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

Subject Categories

BISAC Subject Codes/Headings:
MAT029010
MATHEMATICS / Probability & Statistics / Bayesian Analysis