Chance and Stability: stable distributions and their applications

Zolotarev, Uchaiki (Autoren)

Buch | Hardcover

570 Seiten

1999
VSP International Science Publishers (Verlag)
978-90-6764-301-6 (ISBN)

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An introduction to the theory of stable distributions and their applications. It contains a modern outlook on the mathematical aspects of the theory. The authors explain numerous peculiarities of stable distributions and describe the concepts of probability theory and function analysis.

Part 1 Theory: probability; elementary introduction to the theory of stable laws; characteristic functions; probability densities; integral transformations; special functions and equations; multivariate stable laws; simulations; estimation. Part 2 Applications: some probabilistic models; correlated systems and fractals; anomalous diffusion and chaos; physics; radiophysics; astrophysics and cosmology; stochastic algorithms; financial applications; miscellany. Appendix.

Erscheint lt. Verlag	1.7.1999
Reihe/Serie	Modern Probability and Statistics ; 3
Verlagsort	Zeist
Sprache	englisch
Gewicht	1200 g
Themenwelt	Mathematik / Informatik ► Mathematik
ISBN-10	90-6764-301-7 / 9067643017
ISBN-13	978-90-6764-301-6 / 9789067643016
Zustand	Neuware