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Focusing on stable distributions, this book bridges the gap between their intriguing mathematical properties and practical applications in real systems. It offers a comprehensive, self-contained derivation of these distributions, enhancing understanding and intuition. Additionally, it introduces accurate numerical methods for computing stable laws, making it a valuable resource for those looking to apply stable distributions in various fields.
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Stable Distributions: Models for Heavy-Tailed Data, John Nolan
- Jazyk
- Rok vydania
- 2007
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- Titul
- Stable Distributions: Models for Heavy-Tailed Data
- Jazyk
- anglicky
- Autori
- John Nolan
- Vydavateľ
- Springer Nature Singapore
- Vydavateľ
- 2007
- Väzba
- pevná
- Počet strán
- 352
- ISBN13
- 9780817641597
- Kategórie
- Matematika
- Anotácia
- Focusing on stable distributions, this book bridges the gap between their intriguing mathematical properties and practical applications in real systems. It offers a comprehensive, self-contained derivation of these distributions, enhancing understanding and intuition. Additionally, it introduces accurate numerical methods for computing stable laws, making it a valuable resource for those looking to apply stable distributions in various fields.