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Stable Non-Gaussian Random Processes (English, Gennady Samoradnitsky)
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Book Details
| ISBN-13 | 9780412051715 |
| ISBN-10 | 0412051710 |
Product Description
About the Book
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.
ISBN: 9780412051715
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