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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance

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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance - Samoradnitsky, Gennady
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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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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance 1994, Routledge, Oxford

ISBN-13: 9780412051715

Hardcover