ENGLISH

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)

By Gennady Samorodnitsky , Murad Taqqu

Book information

Publisher
Chapman and Hall/CRC
Year
1994
ISBN
0412051710, 9780412051715
LCC
QA274.4 .S26 1994
Language
english
Format
DJVU
Filesize
13 MB (13722745 bytes)
Edition
1
Pages
654\654
Time added
2014-10-05 02:30:00

Description

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.

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