Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling Series)
Stable Non-Gaussian Random Processes presents a focused study of stochastic models with infinite variance. As part of the Stochastic Modeling Series, this work by Gennady Samorodnitsky addresses advanced topics in probability, random processes, and mathematical modeling for readers seeking a specialized reference.
About This Book
Stable Non-Gaussian Random Processes examines stochastic processes characterized by stable, non-Gaussian behavior and infinite variance.
The book belongs to the Stochastic Modeling Series and is authored by Gennady Samorodnitsky.
It is suited to readers seeking a mathematically focused resource on advanced probability, random processes, and stochastic modeling.
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