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


632 pages

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

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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.


"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:
MATHEMATICS / Probability & Statistics / Bayesian Analysis