Gennady Samorodnitsky Books
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
By Gennady Samoradnitsky, Gennady Samorodnitsky, M.S. Taqqu
The familiar Gaussian models do not allow for large deviations and are thus often inadequate for modeling high variability. Non-Gaussian stable models do not possess such limitations. They all shar...
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