Items related to Products of Random Variables: Applications to Problems...

Products of Random Variables: Applications to Problems of Physics and to Arithmetical Functions (Chapman & Hall/CRC Pure and Applied Mathematics) - Hardcover

Galambos, Janos; Simonelli, Italo

 
9780824754020: Products of Random Variables: Applications to Problems of Physics and to Arithmetical Functions (Chapman & Hall/CRC Pure and Applied Mathematics)
Hardcover
ISBN 10: 0824754026 ISBN 13: 9780824754020
Publisher: CRC Press, 2004

Synopsis

Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. It uses entirely probabilistic arguments in actualizing the potential of the asymptotic theory of products of independent random variables and obtaining results with dependent variables using a new Bonferroni-type argument.

Systematically and comprehensively tracks the progression of research completed in the area over the last twenty years.

Well-indexed and well-referenced, Products of Random Variables

  • Clarifies foundational concepts such as symmetric and limiting distributions of products
  • Examines various limit theorems, from logarithmically Poisson distributions to triangular arrays
  • Explores characterization theorems, detailing normal, Cauchy, and bivariate distributions
  • Describes models of interactive particles
  • Elucidates dual systems of interactive particles, dual systems of increasing size, and random walks
  • Covers the Kubilius-Turán inequality and distributions for multiplicative functions
  • Probes sequences of prime divisors and prime numbers
  • Discusses Markov chains, Hilbert spaces, and quotients of random variables
  • Presents income growth models and numerous other applied models tapping products of random variables

    Authored by eminent scholars in the field, this volume is an important research reference for applied mathematicians, statisticians, physicists, and graduate students in these disciplines.

    • "synopsis" may belong to another edition of this title.

    About the Author

    Italo Simonelli, Janos Galambos

    "About this title" may belong to another edition of this title.

    Publisher
    CRC Press
    Publication date
    2004
    Language
    English
    ISBN 10 
    0824754026
    ISBN 13 
    9780824754020
    Binding
    Hardcover
    Edition number
    1
    Number of pages
    338