Stable Distributions: Models for Heavy-Tailed Data

Stable Distributions: Models for Heavy-Tailed Data

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Mar 1, 2007 · انگلیسی · جلد سخت (352 صفحات)
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جزئیات کتاب

فرمت جلد سخت
صفحات 352
زبان انگلیسی
منتشر شده Mar 1, 2007
ناشر Birkhäuser
ISBN-10 0817641599
ISBN-13 9780817641597

توضیحات

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.
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