Stable Non-Gaussian Random Processes
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A01=Gennady Samoradnitsky
A01=M.S. Taqqu
ARMA Time Series
Author_Gennady Samoradnitsky
Author_M.S. Taqqu
Borel Set
brownian
Category=PBT
Category=PBWH
Category=PBWL
Countable Dense Subset
Countable Subset
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Finite Borel Measure
Finite Dimensional Distribution
fractional
Fractional ARIMA
Fractional Gaussian Noise
Gaussian Element
Gaussian Random Measure
Gennady Samorodnitsky
heavy-tailed distributions
infinite variance stochastic processes
Lebesgue Control Measure
Linear Fractional Stable Motion
Long Range Dependence
metric entropy methods
motion
Murad S. Taqqu
probability theory
Random Field
S?S Case
S?S Process
S?S Random Measure
Sample Continuous
sample path analysis
Sample Path Behavior
Sample Path Properties
Sample Paths
self-similar processes
Separable Metric Space
Separable Version
Skewness Intensity
Stationary Increments
stochastic modeling
SαS Case
SαS Process
SαS Random Measure
Product details
- ISBN 9780412051715
- Weight: 1330g
- Dimensions: 152 x 229mm
- Publication Date: 01 Jun 1994
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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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.
