Stable Distributions: Models for Heavy-Tailed Data

von John Nolan

352 Seiten, Hardcover

Kurzbeschreibung des Verlags

Stable distributions model phenomena in a wide range of applications in real systems. Their intriguing mathematical properties have long been of interest, but the lack of computational tools has prevented their practical application. This book, the first to deal with stable distributions as a practical tool, develops an intuition for stable distributions by giving a complete, self-contained derivation of their properties and describing accurate numerical methods for computing stable laws.

• Themen: Mathematik und Naturwissenschaften Mathematik Angewandte Mathematik
• ISBN: 9780817641597
• Sprache: Englisch
• Erscheinungsdatum: 01.03.2007
• Größe: 0 x 0 mm
• Verlag: Springer London