Stable Non-Gaussian Random Processes

£190.00

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Probability and statistics

Author: Gennady Samoradnitsky

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Collection: Stochastic Modeling Series

Language: English

Published by: Routledge

Published on: 22nd November 2017

Format: LCP-protected ePub

Size: 14 Mb

ISBN: 9781351414791


Overview

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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