John Nolan Stable Distributions

ISBN 13: 9780817641597

Stable Distributions

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9780817641597: Stable Distributions

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.

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