Stable Non-Gaussian Random Processes —— Stochastic Models with Infinite Variance

----- 稳定的非高斯随机过程

ISBN: 9780412051715 出版年：2017 页码：655 Samoradnitsky, Gennady Routledge

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.