0 Mėgstami
0Krepšelis

Tempered Stable Distributions: Stochastic Models for Multiscale Processes

84,68 
84,68 
2025-07-31 84.6800 InStock
Nemokamas pristatymas į paštomatus per 13-17 darbo dienų užsakymams nuo 19,00 

Knygos aprašymas

This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.

A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.

Informacija

Autorius: Michael Grabchak
Serija: SpringerBriefs in Mathematics
Leidėjas: Springer Nature Switzerland
Išleidimo metai: 2016
Knygos puslapių skaičius: 132
ISBN-10: 3319249258
ISBN-13: 9783319249254
Formatas: Knyga minkštu viršeliu
Kalba: Anglų
Žanras: Stochastics

Pirkėjų atsiliepimai

Parašykite atsiliepimą apie „Tempered Stable Distributions: Stochastic Models for Multiscale Processes“

Būtina įvertinti prekę

Goodreads reviews for „Tempered Stable Distributions: Stochastic Models for Multiscale Processes“