Stable non-Gaussian random processes : stochastic models with infinite variance /: stochastic models with infinite variance. (2017)

• Record Type: Book
• Further Information: Note: Gennady Samorodnitsky, Murad S. Taqqu.
• Other Names: Samorodnitsky, Gennady; Taqqu, Murad S
• Contents: Stable random variables on the real line -- Multivariate stable distributions -- Stable random processes and stochastic integrals -- Dependence structures of multivariate stable distributions -- Complex stable stochastic integrals and harmonizable processes -- Self-similar processes -- Chentsov random fields -- Introduction to sample path properties -- Boundedness, continuity and oscillations -- Measurability, integrability and absolute continuity -- Boundedness and continuity via metric entropy -- Integral representation -- Historical notes and extensions.
• Publisher Details: Place of publication not identified : Routledge
• Publication Date: 2017
• Extent: 1 online resource (632 pages)
• Subjects: 519.2; Gaussian processes; Gaussian distribution; Processus gaussiens; Gauss, Loi de (Statistique); Gaussian distribution; Gaussian processes; Gauss-processen; Nichtgaußscher Prozess; Stochastisches Modell; Processus gaussiens; Gauss, loi de (Statistique); Stabiler Prozess; Stochastischer Prozess; ARMA; modèle non linéaire; régression; stabilité; distribution; intégrale stochastique; processus gaussien; processus stochastique
• Languages: English
• ISBNs: 9781351414791; 1351414798
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.