Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Stable Non-Gaussian Random Processes by Gennady Samoradnitsky, CRC Press
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Author: Gennady Samoradnitsky ISBN: 9781351414791
Publisher: CRC Press Publication: November 22, 2017
Imprint: Routledge Language: English
Author: Gennady Samoradnitsky
ISBN: 9781351414791
Publisher: CRC Press
Publication: November 22, 2017
Imprint: Routledge
Language: English

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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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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