Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)
Gennady Samorodnitsky, Murad Taqqu
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.
Kategorie:
Rok:
1994
Wydanie:
1
Wydawnictwo:
Chapman and Hall/CRC
Język:
english
Strony:
654
ISBN 10:
0412051710
ISBN 13:
9780412051715
Plik:
DJVU, 13.09 MB
IPFS:
,
english, 1994