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Stable non-Gaussian random processes : stochastic models with infinite variance

Author: Gennady Samorodnitsky; Murad S Taqqu
Publisher: New York : Chapman and Hall, cop. 1994.
Series: Stochastic modeling
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

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  Read more...

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Document Type: Book
All Authors / Contributors: Gennady Samorodnitsky; Murad S Taqqu
ISBN: 0412051710 9780412051715
OCLC Number: 468772099
Notes: Bibliogr. p. 603-619. Index. Tables.
Description: XVI-632 p. : ill. ; 25 cm.
Contents: Stable random variables on the real line; Multivariate stable distributions; Stable stochastic integrals; Dependence structures of multivariate stable distributions; Non-linear regression; Complex stable stochastic integrals and harmonizable processes; Self-similar processes; Chentsov random fields; Introduction to sample path properties; Boundedness, continuity and oscillations; Measurability, integrability and absolute continuity; Boundedness and continuity via metric entropy; Integral representation; Historical notes and extensions.
Series Title: Stochastic modeling
Responsibility: Gennady Samorodnitsky, Murad S. Taqqu.
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"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 Read more...

 
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