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Stable Non-Gaussian Random Processes
Stochastic Models with Infinite Variance
Inbunden, Engelska, 1994
2 747 kr
Skickas inom 10-15 vardagar
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.