Concepedia

G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance

数学 · 1996 · 560 citations · 0 references

Concepts

EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesErgodic TheoryMarkov ProcessesStochastic CalculusStochastic Differential EquationsStochastic StabilityStability Of Markov ProcessesStable Limit TheoremsStable ProcessesStochastic Process Analysis