000			02731nam a22003617a 4500
003			OSt
005			20250217140850.0
008			250217b |||||||| |||| 00| 0 hin d
020			_a9783030529147
040			_aNISER LIBRARY _beng _cNISER LIBRARY
082			_a519.25 _bNOL-U
100			_aNolan, John P.
245			_aUnivariate stable distributions : _bmodels for heavy tailed data
260			_aCham, Switzerland : _bSpringer, _c2020.
300			_axv, 333 p. : _billustrations (83 b/w illustrations, 21 illustrations in colour)
490			_aSpringer Series in Operations Research and Financial Engineering, _x1431-8598
504			_aIncludes bibliographical references and index.
520			_aThis 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.
650			_aApplied mathematics
650			_aDistribution (Probability theory)
650			_aEngineering mathematics.
650			_aMathematics _xProbability & statistics _xGeneral
650			_aMultivariate analysis
650			_aProbability theory and stochastic processes
650			_aBrownian motion
650			_aStable laws
650			_aUnivariate stable distributions
650			_aSignal processing algorithm
650			_aPareto distributions
856			_3Table of content _uhttps://link.springer.com/content/pdf/bfm:978-3-030-52915-4/1
856			_3Reviews _uhttps://www.goodreads.com/book/show/56383001-univariate-stable-distributions#CommunityReviews
942			_2udc _cBK
999			_c35671 _d35671