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 wit
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)
โ Scribed by Gennady Samorodnitsky, Murad Taqqu
- Publisher
- Chapman and Hall/CRC
- Year
- 1994
- Tongue
- English
- Leaves
- 654
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<p>This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. <br>A tempered stable distribution is one which takes a stable distribution and modifies its tails to make
<p><span>This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.ย </span></p><p></p><p><span
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and m