Stable Non-Gaussian Random Processes
Stochastic Models with Infinite Variance
Nonfiction, Science & Nature, Mathematics, Probability, Statistics
| Author: | Gennady Samoradnitsky | ISBN: | 9781351414791 |
| Publisher: | CRC Press | Publication: | November 22, 2017 |
| Imprint: | Routledge | Language: | English |
| Author: | Gennady Samoradnitsky |
| ISBN: | 9781351414791 |
| Publisher: | CRC Press |
| Publication: | November 22, 2017 |
| Imprint: | Routledge |
| Language: | English |
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.
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.
