Simulating stable, substable and weakly stable random vectors

Language: English

Published by LAP LAMBERT Academic Publishing Jul 2014, 2014

3659532207 / 9783659532207

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This item is printed on demand - Print on Demand Titel. Neuware -We describe in this book stable, sub-stable and the most general class of weakly stable distributions and processes, which seem to be good candidates for use in stochastic modeling in many areas. In the firs chapter we recall basic properties of characteristic functions for random variables and vectors. By norm-dependent characteristic functions we describe norm-dependent positive definite matrices, which are extensively used in stochastic modeling random vectors with fixed correlation structure. The second chapter contains five definitions of stable variables together with proofs of their equivalence. Next we give few representation involving much simpler random variables. Fourth chapter contains a description of stable vectors and their spectral representation. We recall covariation function and covariation ratio - parameters describing the dependence structure of symmetric stable vectors. In the last chapter we talk about much less known weakly stable vectors. We give detailed proofs of their properties. In section 6 we talk about elliptically symmetric and 1-dependent vectors together with the Cambanis, Keener and Simons construction.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 136 pp. Englisch.…

Seller Inventory # 9783659532207

Title
Simulating stable, substable and weakly stable random vectors
Author
Jolanta Misiewicz
Publisher
LAP LAMBERT Academic Publishing Jul 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659532207
ISBN 13
9783659532207
Item weight
221 grams
Dimensions
220x150x9 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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