One-dimensional stable distributions

Bibliographic Information

One-dimensional stable distributions

V.M. Zolotarev ; [translated from the Russian by H.H. McFaden]

(Translations of mathematical monographs, v. 65)

American Mathematical Society, c1986

Other Title

Одномерные устойчивые распределения

Odnomernye ustoĭchivye raspredelenii︠a︡

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Note

Bibliography: p. 263-280

Includes index

Description and Table of Contents

Description

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.

Table of Contents

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.

by "Nielsen BookData"

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