Chance and stability : stable distributions and their applications

Author(s)

• Uchaikin, Viadimir V.
• Zolotarev, V. M. (Vladimir M.)

Bibliographic Information

Chance and stability : stable distributions and their applications

Vladimir V. Uchaikin and Vladimir M. Zolotarev

（Modern probability and statistics）

VSP, 1999

Note

Includes bibliographical references (p. 533-566) and index

Description and Table of Contents

Description

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information.

Table of Contents

• Part 1 Theory: probability
• elementary introduction to the theory of stable laws
• characteristic functions
• probability densities
• integral transformations
• special functions and equations
• multivariate stable laws
• simulations
• estimation. Part 2 Applications: some probabilistic models
• correlated systems and fractals
• anomalous diffusion and chaos
• physics
• radiophysics
• astrophysics and cosmology
• stochastic algorithms
• financial applications
• miscellany. Appendix.

by "Nielsen BookData"

Details

• NCID: BA48784898
• ISBN:
  • 9067643017
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Utrecht
• Pages/Volumes: xxii, 570 p.
• Size: 26 cm
• Parent Bibliography ID:
  • BA41897014