Stable Non-Gaussian Random Processes
eBook - ePub

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

  1. 632 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Stable Non-Gaussian Random Processes

Stochastic Models with Infinite Variance

Book details
Table of contents
Citations

About This Book

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.

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Yes, you can access Stable Non-Gaussian Random Processes by Gennady Samoradnitsky in PDF and/or ePUB format, as well as other popular books in Mathématiques & Probabilités et statistiques. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Routledge
Year
2017
ISBN
9781351414791

Table of contents

  1. Cover Page
  2. Halftitle Page
  3. Title Page
  4. Copyright Page
  5. Dedication
  6. Contents
  7. Preface
  8. Abbreviations
  9. Notation
  10. 1 Stable random variables on the real line
  11. 2 Multivariate stable distributions
  12. 3 Stable random processes and stochastic integrals
  13. 4 Dependence Structures of Multivariate Stable Distributions
  14. 5 Non-linear regression
  15. 6 Complex stable stochastic integrals and harmonizable processes
  16. 7 Self-similar processes
  17. 8 Chentsov random fields
  18. 9 Introduction to sample path properties
  19. 10 Boundedness, continuity and oscillations
  20. 11 Measurability, integrability and absolute continuity
  21. 12 Boundedness and continuity via metric entropy
  22. 13 Integral representation
  23. 14 Historical notes and extensions
  24. Appendix: A Tables of symmetric α-stable fractiles
  25. Bibliography
  26. Subject index
  27. Author index