Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Inbunden, Engelska, 1994

3 579 kr

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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.

Produktinformation

Utgivningsdatum1994-06-01
Mått152 x 229 x 45 mm
Vikt1 330 g
FormatInbunden
SpråkEngelska
SerieStochastic Modeling Series
Antal sidor654
FörlagTaylor & Francis Ltd
ISBN9780412051715

Tillhör följande kategorier

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