Stable Distributions
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Univariate Stable Distributions
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Author : John P. Nolan
language : en
Publisher: Springer Nature
Release Date : 2020-09-13
Univariate Stable Distributions written by John P. Nolan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-13 with Mathematics categories.
This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios. Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice. Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.
Chance And Stability
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Author : Vladimir V. Uchaikin
language : en
Publisher: Walter de Gruyter
Release Date : 2011-09-08
Chance And Stability written by Vladimir V. Uchaikin and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-08 with Mathematics categories.
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
One Dimensional Stable Distributions
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Author : V. M. Zolotarev
language : en
Publisher: American Mathematical Soc.
Release Date : 1986-06-30
One Dimensional Stable Distributions written by V. M. Zolotarev and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-06-30 with Mathematics categories.
This is the first book specifically devoted to a systematic exposition of the essential facts known about the properties of stable distributions. In addition to its main focus on the analytic properties of stable laws, the book also includes examples of the occurrence of stable distributions in applied problems and a chapter on the problem of statistical estimation of the parameters determining stable laws. A valuable feature of the book is the author's use of several formally different ways of expressing characteristic functions corresponding to these laws.
Tempered Stable Distributions
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Author : Michael Grabchak
language : en
Publisher: Springer
Release Date : 2016-01-26
Tempered Stable Distributions written by Michael Grabchak and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-26 with Mathematics categories.
This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.
Stable Distributions
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Author : John Nolan
language : en
Publisher: Birkhauser
Release Date : 2007-03-01
Stable Distributions written by John Nolan and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-01 with Mathematics categories.
Stable distributions model phenomena in a wide range of applications in real systems. Their intriguing mathematical properties have long been of interest, but the lack of computational tools has prevented their practical application. This book, the first to deal with stable distributions as a practical tool, develops an intuition for stable distributions by giving a complete, self-contained derivation of their properties and describing accurate numerical methods for computing stable laws.
One Dimensional Stable Distributions
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Author : V. M. Zolotarev
language : en
Publisher:
Release Date : 1986
One Dimensional Stable Distributions written by V. M. Zolotarev and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
This is the first book specifically devoted to a systematic exposition of the essential facts known about the properties of stable distributions. In addition to its main focus on the analytic properties of stable laws, the book also includes examples of the occurrence of stable distributions in applied problems and a chapter on the problem of statistical estimation of the parameters determining stable laws. A valuable feature of the book is the author's use of several formally different ways of expressing characteristic functions corresponding to these laws.
Signal Processing With Alpha Stable Distributions And Applications
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Author : Chrysostomos L. Nikias
language : en
Publisher: Wiley-Interscience
Release Date : 1995-09-28
Signal Processing With Alpha Stable Distributions And Applications written by Chrysostomos L. Nikias and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-09-28 with Computers categories.
For the first time, this book offers a full and lucid introduction to a useful type of non-Gaussian models, namely those specified by alpha-stable distributions. Emphasizing the practical rather than the theoretical, it surveys the statistical properties, methods, and applications of symmetrical alpha-stable distributions.
Stable Non Gaussian Random Processes
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Author : Gennady Samoradnitsky
language : en
Publisher: Routledge
Release Date : 2017-11-22
Stable Non Gaussian Random Processes written by Gennady Samoradnitsky and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-22 with Mathematics categories.
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.
Bayesian Inference In Stable Distributions And Its Applications In Stable Portfolio Analysis
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Author : Liangwei Wang
language : en
Publisher:
Release Date : 2004
Bayesian Inference In Stable Distributions And Its Applications In Stable Portfolio Analysis written by Liangwei Wang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bayesian statistical decision theory categories.
Trends In Partial Differential Equations Of Mathematical Physics
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Author : José-Francisco Rodrigues
language : en
Publisher: Birkhauser
Release Date : 2005-01-01
Trends In Partial Differential Equations Of Mathematical Physics written by José-Francisco Rodrigues and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Mathematics categories.
This book consists of contributions originating from a conference in Obedo, Portugal, which honoured the 70th birthday of V.A. Solonnikov. A broad variety of topics centering on nonlinear problems is presented, particularly Navier-Stokes equations, viscosity problems, diffusion-absorption equations, free boundaries, and Euler equations.