Stable Non-Gaussian Random Processes

Discover the intricate world of probability and distribution with "Stable Non-Gaussian Random Processes" by Taylor & Francis Ltd. Published in 1994, this comprehensive hardback spans 654 pages and delves into the fascinating similarities between Gaussian and non-Gaussian stable multivariate distributions. In this insightful book, readers will be introduced to one-dimensional stable random variables and explore crucial sample path properties of stable processes, including sample boundedness and continuity. Ideal for students, researchers, or anyone looking to deepen their understanding of advanced statistical concepts, this volume is a must-have for your collection. Enhance your knowledge in the field of random processes by securing your copy today!