Stable Non-Gaussian Random Processes

Stable Non-Gaussian Random Processes

Forfatter: Gennady Samoradnitsky
Forlag: CRC Press
Udgave: 1
Udgivelsesdato: 2017
ISBN: 9780412051715

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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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