Stable Non-Gaussian Random Processes (inbunden)
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Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
654
Utgivningsdatum
1994-06-01
Förlag
Chapman & Hall/CRC
Medarbetare
Shaked, Moshe (series ed.)
Illustratör/Fotograf
illustrations
Illustrationer
illustrations
Dimensioner
241 x 164 x 39 mm
Vikt
1031 g
Antal komponenter
1
ISBN
9780412051715

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

av Gennady Samoradnitsky
Inbunden,  Engelska, 1994-06-01
2661
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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.
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Recensioner i media

"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

Övrig information

Samoradnitsky, Gennady

Innehållsförteckning

1. Stable random variables on the real line 2. Multivariate stable distributions 3. Stable random processes and stochastic integrals 4. Dependence Structures of Multivariate Stable Distributions 5. Non-linear regression 6. Complex stable stochastic integrals and harmonizable processes 7. Self-similar processes 8. Chentsov random fields 9. Introduction to sample path properties 10. Boundedness, continuity and oscillations 11. Measurability, integrability and absolute continuity 12. Boundedness and continuity via metric entropy 13. Integral representation 14. Historical notes and extensions

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