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One Dimensional Stable Distributions
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Book Synopsis One-dimensional Stable Distributions by : V. M. Zolotarev
Download or read book One-dimensional Stable Distributions written by V. M. Zolotarev and published by American Mathematical Soc.. This book was released on 1986-06-30 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis One-Dimensional Stable Distributions by : V. M. Zolotarev
Download or read book One-Dimensional Stable Distributions written by V. M. Zolotarev and published by . This book was released on 1986 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Chance and Stability by : Vladimir V. Uchaikin
Download or read book Chance and Stability written by Vladimir V. Uchaikin and published by Walter de Gruyter. This book was released on 2011-09-08 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Book Synopsis Univariate Stable Distributions by : John P. Nolan
Download or read book Univariate Stable Distributions written by John P. Nolan and published by Springer Nature. This book was released on 2020-09-13 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios. Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice. Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.
Book Synopsis High-Dimensional Probability by : Roman Vershynin
Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Book Synopsis Handbook of Heavy Tailed Distributions in Finance by : S.T Rachev
Download or read book Handbook of Heavy Tailed Distributions in Finance written by S.T Rachev and published by Elsevier. This book was released on 2003-03-05 with total page 707 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.
Book Synopsis Stable Lévy Processes via Lamperti-Type Representations by : Andreas E. Kyprianou
Download or read book Stable Lévy Processes via Lamperti-Type Representations written by Andreas E. Kyprianou and published by Cambridge University Press. This book was released on 2022-04-07 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type representation as the space-time path transformation of so-called Markov additive processes (MAPs). This completely new mathematical treatment takes advantage of the fact that the underlying MAP for stable processes can be explicitly described in one dimension and semi-explicitly described in higher dimensions, and uses this approach to catalogue a large number of explicit results describing the path fluctuations of stable Lévy processes in one and higher dimensions. Written for graduate students and researchers in the field, this book systemically establishes many classical results as well as presenting many recent results appearing in the last decade, including previously unpublished material. Topics explored include first hitting laws for a variety of sets, path conditionings, law-preserving path transformations, the distribution of extremal points, growth envelopes and winding behaviour.
Book Synopsis Stability Problems for Stochastic Models: Theory and Applications by : Alexander Zeifman
Download or read book Stability Problems for Stochastic Models: Theory and Applications written by Alexander Zeifman and published by MDPI. This book was released on 2021-03-05 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.
Book Synopsis Cyclostationarity: Theory and Methods - II by : Fakher Chaari
Download or read book Cyclostationarity: Theory and Methods - II written by Fakher Chaari and published by Springer. This book was released on 2015-04-15 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reports on the latest advances in the analysis of non-stationary signals, with special emphasis on cyclostationary systems. It includes cutting-edge contributions presented at the 7th Workshop on “Cyclostationary Systems and Their Applications,” which was held in Gródek nad Dunajcem, Poland, in February 2014. The book covers both the theoretical properties of cyclostationary models and processes, including estimation problems for systems exhibiting cyclostationary properties, and several applications of cyclostationary systems, including case studies on gears and bearings, and methods for implementing cyclostationary processes for damage assessment in condition-based maintenance operations. It addresses the needs of students, researchers and professionals in the broad fields of engineering, mathematics and physics, with a special focus on those studying or working with nonstationary and/or cyclostationary processes.
Book Synopsis Stable Non-Gaussian Random Processes by : Gennady Samoradnitsky
Download or read book Stable Non-Gaussian Random Processes written by Gennady Samoradnitsky and published by Routledge. This book was released on 2017-11-22 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.
Book Synopsis One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances by : Sergey Bobkov
Download or read book One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances written by Sergey Bobkov and published by American Mathematical Soc.. This book was released on 2019-12-02 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is devoted to the study of rates of convergence of the empirical measures μn=1n∑nk=1δXk, n≥1, over a sample (Xk)k≥1 of independent identically distributed real-valued random variables towards the common distribution μ in Kantorovich transport distances Wp. The focus is on finite range bounds on the expected Kantorovich distances E(Wp(μn,μ)) or [E(Wpp(μn,μ))]1/p in terms of moments and analytic conditions on the measure μ and its distribution function. The study describes a variety of rates, from the standard one 1n√ to slower rates, and both lower and upper-bounds on E(Wp(μn,μ)) for fixed n in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.
Author :Ole E Barndorff-Nielsen Publisher :Springer Science & Business Media ISBN 13 :1461201977 Total Pages :414 pages Book Rating :4.4/5 (612 download)
Book Synopsis Lévy Processes by : Ole E Barndorff-Nielsen
Download or read book Lévy Processes written by Ole E Barndorff-Nielsen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
Book Synopsis Stochastic Flows and Jump-Diffusions by : Hiroshi Kunita
Download or read book Stochastic Flows and Jump-Diffusions written by Hiroshi Kunita and published by Springer. This book was released on 2019-03-26 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
Book Synopsis Stable Lévy Processes via Lamperti-Type Representations by : Andreas E. Kyprianou
Download or read book Stable Lévy Processes via Lamperti-Type Representations written by Andreas E. Kyprianou and published by Cambridge University Press. This book was released on 2022-04-07 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: A systematic treatment of stable Lévy processes and self-similar Markov processes, for graduate students and researchers in the field.
Book Synopsis Universal Fluctuations by : R. Botet
Download or read book Universal Fluctuations written by R. Botet and published by World Scientific. This book was released on 2002 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main purpose of this book is to present, in a comprehensive and progressive way, the appearance of universal limit probability laws in physics, and their connection with the recently developed scaling theory of fluctuations. Arising from the probability theory and renormalization group methods, this novel approach has been proved recently to provide efficient investigative tools for the collective features that occur in any finite system.The mathematical background is self-contained and is formulated in terms which are easy to apply to the physical context. After illustrating the problem of anomalous diffusion, the book reviews recent advances in nuclear and high energy physics, where the limit laws are now recognized as being able to classify different phases of a system undergoing the pseudo-critical behaviour. A new description of the hadronic matter in terms of the fluctuation scaling is appearing as a consequence of this approach.
Book Synopsis Statistical Mechanics: Entropy, Order Parameters, and Complexity by : James P. Sethna
Download or read book Statistical Mechanics: Entropy, Order Parameters, and Complexity written by James P. Sethna and published by Oxford University Press. This book was released on 2021-01-26 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical mechanics is our tool for deriving the laws that emerge from complex systems. Sethna's text distills the subject to be accessible to those in all realms of science and engineering — avoiding extensive use of quantum mechanics, thermodynamics, and molecular physics. Statistical mechanics explains how bacteria search for food, and how DNA replication is proof-read in biology; optimizes data compression, and explains transitions in complexity in computer science; explains the onset of chaos, and launched random matrix theory in mathematics; addresses extreme events in engineering; and models pandemics and language usage in the social sciences. Sethna's exercises introduce physicists to these triumphs and a hundred others — broadening the horizons of scholars both practicing and nascent. Flipped classrooms and remote learning can now rely on 33 pre-class exercises that test reading comprehension (Emergent vs. fundamental; Weirdness in high dimensions; Aging, entropy and DNA), and 70 in-class activities that illuminate and broaden knowledge (Card shuffling; Human correlations; Crackling noises). Science is awash in information, providing ready access to definitions, explanations, and pedagogy. Sethna's text focuses on the tools we use to create new laws, and on the fascinating simple behavior in complex systems that statistical mechanics explains.
Book Synopsis Research Developments in Probability And Statistics by : Madan Lal Puri
Download or read book Research Developments in Probability And Statistics written by Madan Lal Puri and published by VSP. This book was released on 1996-01-01 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: On the occasion of the 65th birthday of Professor Madan L. Puri, the authors of this Festschrift pay their tribute to his scientific achievements in statistics. This volume reflects a selective survey of leading contemprary scientific trends and developments that are significantly related to ideas expressed and pursued in Madan L. Puri's work in statistics and related fields. The wide spectrum of scientific interest which characterizes Professor Puri's scientific activity is thus illuminated. The choice of papers offered combines fundamental principles with interesting applications, selected for their originality and insight, and for their influence on the modern approach to statistics, probability and related fields.
