Univariate Stable Distributions
DOWNLOAD
READ ONLINE
Download Univariate Stable Distributions PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Univariate Stable Distributions book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Univariate Stable Distributions
DOWNLOAD
READ ONLINE
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.
Stable Distributions
DOWNLOAD
READ ONLINE
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.
Chance And Stability
DOWNLOAD
READ ONLINE
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.
Trends In Partial Differential Equations Of Mathematical Physics
DOWNLOAD
READ ONLINE
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.
One Dimensional Stable Distributions
DOWNLOAD
READ ONLINE
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
DOWNLOAD
READ ONLINE
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.
Bayesian Inference In Stable Distributions And Its Applications In Stable Portfolio Analysis
DOWNLOAD
READ ONLINE
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.
Stable Processes And Related Topics
DOWNLOAD
READ ONLINE
Author : Cambanis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stable Processes And Related Topics written by Cambanis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The Workshop on Stable Processes and Related Topics took place at Cor nell University in January 9-13, 1990, under the sponsorship of the Mathemat ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model? The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference? The very Central Limit Theorem which provides the fundamental justifi cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.
Handbook Of Heavy Tailed Distributions In Asset Management And Risk Management
DOWNLOAD
READ ONLINE
Author : Michele Leonardo Bianchi
language : en
Publisher: World Scientific
Release Date : 2019-03-08
Handbook Of Heavy Tailed Distributions In Asset Management And Risk Management written by Michele Leonardo Bianchi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-08 with Business & Economics categories.
The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing assets and controlling risk. In this book, the authors are primarily concerned with the statistical properties of heavy-tailed distributions and with the processes that exhibit jumps. A detailed overview with a Matlab implementation of heavy-tailed models applied in asset management and risk managements is presented. The book is not intended as a theoretical treatise on probability or statistics, but as a tool to understand the main concepts regarding heavy-tailed random variables and processes as applied to real-world applications in finance. Accordingly, the authors review approaches and methodologies whose realization will be useful for developing new methods for forecasting of financial variables where extreme events are not treated as anomalies, but as intrinsic parts of the economic process.
Characterizations Of Univariate Continuous Distributions
DOWNLOAD
READ ONLINE
Author : Mohammad Ahsanullah
language : en
Publisher: Springer
Release Date : 2017-04-18
Characterizations Of Univariate Continuous Distributions written by Mohammad Ahsanullah and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-18 with Mathematics categories.
Provides in an organized manner characterizations of univariate probability distributions with many new results published in this area since the 1978 work of Golambos & Kotz "Characterizations of Probability Distributions" (Springer), together with applications of the theory in model fitting and predictions.