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gaussian

   Also found in: Dictionary/thesaurus, Financial, Encyclopedia, Wikipedia 0.01 sec.
gaus·si·an (gous-n)
adj.
Relating to or described by German mathematician and astronomer Karl Friedrich Gauss (1777-1855).


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Early in the book, the authors, after showing what a fat tail looks like on a graph compared to a normal Gaussian distribution or bell shaped curve made a statement which caught my attention and made reference to Taleb's excellent work.
The FRFT of Gaussian White Noise Theorem 1: The FRFT of zero-mean Gaussian white noise is still Gaussian white noise.
and Lieberman [2002] who provided an Edgeworth expansion for the Gaussian stationary long-memory case to a linear regression processes with stationary Gaussian long-memory errors.
 
 
 
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