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

  title={Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance},
  author={Gennady Samorodnitsky and Murad S. Taqqu},
  journal={Journal of the American Statistical Association},
Stable random variables on the real line Multivariate stable distributions Stable stochastic integrals Dependence structures of multivariate stable distributions Non-linear regression Complex stable stochastic integrals and harmonizable processes Self-similar processes Chentsov random fields Introduction to sample path properties Boundedness, continuity and oscillations Measurability, integrability and absolute continuity Boundedness and continuity via metric entropy Integral representation… 
Stable random variables and random processes are to infinite variance random variables what Gaussian random variables and random processes are to random variables with finite variance. For example,
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