Products of random variables : applications to problems of physics and to arithmetical functions
Author(s)
Bibliographic Information
Products of random variables : applications to problems of physics and to arithmetical functions
（Monographs and textbooks in pure and applied mathematics, 268）
Marcel Dekker, c2004
Available at / 27 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
DC22:511.326/G132080005917
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Note
Includes bibliographical references (p. 303-315) and indexes
Description and Table of Contents
Description
Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. It uses entirely probabilistic arguments in actualizing the potential of the asymptotic theory of products of independent random variables and obtaining results with dependent variables using a new Bonferroni-type argument.
Systematically and comprehensively tracks the progression of research completed in the area over the last twenty years.
Well-indexed and well-referenced, Products of Random Variables
Clarifies foundational concepts such as symmetric and limiting distributions of products
Examines various limit theorems, from logarithmically Poisson distributions to triangular arrays
Explores characterization theorems, detailing normal, Cauchy, and bivariate distributions
Describes models of interactive particles
Elucidates dual systems of interactive particles, dual systems of increasing size, and random walks
Covers the Kubilius-Turan inequality and distributions for multiplicative functions
Probes sequences of prime divisors and prime numbers
Discusses Markov chains, Hilbert spaces, and quotients of random variables
Presents income growth models and numerous other applied models tapping products of random variables
Authored by eminent scholars in the field, this volume is an important research reference for applied mathematicians, statisticians, physicists, and graduate students in these disciplines.
Table of Contents
Foundations. Limit Theorems. Characterization. Interacting Particles. Arithmetical Functions. Miscellaneous Results. Bibliography. Author Index. Subject Index.
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