One-dimensional stable distributions:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English Russian |
| Veröffentlicht: |
Providence u.a.
Amer. Mathemat. Soc.
1986
|
| Schriftenreihe: | Translations of mathematical monographs
65 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | EST: Odnomernye ustojčivye raspredelenija <engl.>. - Aus d. Russ. übers. |
| Beschreibung: | IX, 284 S. |
| ISBN: | 0821845195 |
Internformat
MARC
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| 100 | 1 | |a Zolotarev, Vladimir M. |e Verfasser |4 aut | |
| 240 | 1 | 0 | |a Odnomernye ustojčivye raspredelenija |
| 245 | 1 | 0 | |a One-dimensional stable distributions |c V. M. Zolotarev |
| 264 | 1 | |a Providence u.a. |b Amer. Mathemat. Soc. |c 1986 | |
| 300 | |a IX, 284 S. | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Foreword vii
Introduction 1
Chapter 1. Examples of the occurrence of stable laws in applications
1.0. Introduction 25
1.1. A model of point sources of influence 31
1.2. Stable laws in problems in radio engineering and electronics 48
1.3. Stable laws in economics and biology 54
Chapter 2. Analytic properties of distributions in the family 6
2.1. Elementary properties of stable laws 59
2.2. Representation of stable laws by integrals 65
2.3. The duality law in the class of strictly stable distributions 81
2.4. The analytic structure of stable distributions and their
representation by convergent series 87
2.5. Asymptotic expansions of stable distributions 92
2.6. Integral transformations of stable distributions 107
2.7. Unimodality of stable distributions. The form of the densities 121
2.8. Stable distributions as solutions of integral, integrodifferential,
and differential equations 147
2.9. Stable laws as functions of parameters 159
2.10. Densities of stable distributions as a class of special functions 167
2.11. Trans stable functions and trans stable distributions 172
Chapter 3. Special properties of laws in the class 2U
3.0. Introduction 181
3.1. The concept of a cutoff of a random variable 184
3.2. The random variables Y(a, 9) and Z(a,p). Equivalence theorems 187
3.3. The random variables Y(a,6) and Z(a,p). Multiplication and
division theorems 194
V
vi CONTENTS
3.4. Properties of extremal strictly stable distributions 202
3.5. M infinite divisibility of the distributions of the variables Y(a, 0)
a,ndZ(a,p) 208
3.6. The logarithmic moments of Y(a, 6) and Z(a,p) 213
Chapter 4. Estimators of the parameters of stable distributions
4.0. Introduction 217
4.1. Auxiliary facts 219
4.2. Estimators of parameters of distributions in the class 2B 224
4.3. Estimators of parameters of distributions in the family S: the
parameters a, f3, and A 229
4.4. Estimators of the parameter 7 239
4.5. Discussion of the estimators 243
4.6. Simulation of sequences of stable random variables 248
Comments 251
Bibliography 263
List of Notation 281
Subject Index 283
|
| any_adam_object | 1 |
| author | Zolotarev, Vladimir M. |
| author_facet | Zolotarev, Vladimir M. |
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| genre | Stabile Distribution gnd |
| genre_facet | Stabile Distribution |
| id | DE-604.BV000636726 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:16:59Z |
| institution | BVB |
| isbn | 0821845195 |
| language | English Russian |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000396480 |
| oclc_num | 13582754 |
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| owner_facet | DE-12 DE-384 DE-739 DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-83 DE-188 |
| physical | IX, 284 S. |
| publishDate | 1986 |
| publishDateSearch | 1986 |
| publishDateSort | 1986 |
| publisher | Amer. Mathemat. Soc. |
| record_format | marc |
| series | Translations of mathematical monographs |
| series2 | Translations of mathematical monographs |
| spelling | Zolotarev, Vladimir M. Verfasser aut Odnomernye ustojčivye raspredelenija One-dimensional stable distributions V. M. Zolotarev Providence u.a. Amer. Mathemat. Soc. 1986 IX, 284 S. txt rdacontent n rdamedia nc rdacarrier Translations of mathematical monographs 65 EST: Odnomernye ustojčivye raspredelenija <engl.>. - Aus d. Russ. übers. Distribuicoes (Probabilidade) larpcal Distribution (Théorie des probabilités) Distribution (Probability theory) Distribution Funktionalanalysis (DE-588)4070505-5 gnd rswk-swf Stabilität (DE-588)4056693-6 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Stabile Distribution gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s Stabilität (DE-588)4056693-6 s DE-604 Distribution Funktionalanalysis (DE-588)4070505-5 s Stabile Distribution f Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Translations of mathematical monographs 65 (DE-604)BV000002394 65 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000396480&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Zolotarev, Vladimir M. One-dimensional stable distributions Translations of mathematical monographs Distribuicoes (Probabilidade) larpcal Distribution (Théorie des probabilités) Distribution (Probability theory) Distribution Funktionalanalysis (DE-588)4070505-5 gnd Stabilität (DE-588)4056693-6 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| subject_GND | (DE-588)4070505-5 (DE-588)4056693-6 (DE-588)4079013-7 (DE-588)4121894-2 |
| title | One-dimensional stable distributions |
| title_alt | Odnomernye ustojčivye raspredelenija |
| title_auth | One-dimensional stable distributions |
| title_exact_search | One-dimensional stable distributions |
| title_full | One-dimensional stable distributions V. M. Zolotarev |
| title_fullStr | One-dimensional stable distributions V. M. Zolotarev |
| title_full_unstemmed | One-dimensional stable distributions V. M. Zolotarev |
| title_short | One-dimensional stable distributions |
| title_sort | one dimensional stable distributions |
| topic | Distribuicoes (Probabilidade) larpcal Distribution (Théorie des probabilités) Distribution (Probability theory) Distribution Funktionalanalysis (DE-588)4070505-5 gnd Stabilität (DE-588)4056693-6 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| topic_facet | Distribuicoes (Probabilidade) Distribution (Théorie des probabilités) Distribution (Probability theory) Distribution Funktionalanalysis Stabilität Wahrscheinlichkeitstheorie Wahrscheinlichkeitsverteilung Stabile Distribution |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000396480&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000002394 |
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