Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Gennady Samoradnitsky (Autor)

Buch | Hardcover

654 Seiten

1994
Chapman & Hall/CRC (Verlag)
978-0-412-05171-5 (ISBN)

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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.

Samoradnitsky, Gennady

1. Stable random variables on the real line 2. Multivariate stable distributions 3. Stable random processes and stochastic integrals 4. Dependence Structures of Multivariate Stable Distributions 5. Non-linear regression 6. Complex stable stochastic integrals and harmonizable processes 7. Self-similar processes 8. Chentsov random fields 9. Introduction to sample path properties 10. Boundedness, continuity and oscillations 11. Measurability, integrability and absolute continuity 12. Boundedness and continuity via metric entropy 13. Integral representation 14. Historical notes and extensions

Erscheint lt. Verlag	1.6.1994
Reihe/Serie	Stochastic Modeling Series
Sprache	englisch
Maße	152 x 229 mm
Gewicht	1330 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-412-05171-0 / 0412051710
ISBN-13	978-0-412-05171-5 / 9780412051715
Zustand	Neuware