One-dimensional stable distributions
著者
書誌事項
One-dimensional stable distributions
（Translations of mathematical monographs, v. 65）
American Mathematical Society, c1986
- タイトル別名
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Одномерные устойчивые распределения
Odnomernye ustoĭchivye raspredelenii︠a︡
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注記
Bibliography: p. 263-280
Includes index
内容説明・目次
内容説明
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.
目次
Examples of stable laws in applications Analytic properties of the distributions in the family $\mathfrak S$ Special properties of laws in the class $\mathfrak W$ Estimators of the parameters of stable distributions.
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