Tempered Stable Distributions

Language: English

Published by Springer International Publishing Mrz 2016, 2016

3319249258 / 9783319249254

Series: Book 68 of 155 - SpringerBriefs in Mathematics

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 132 pp. Englisch.…

Seller Inventory # 9783319249254

Title
Tempered Stable Distributions
Author
Michael Grabchak
Publisher
Springer International Publishing Mrz 2016
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319249258
ISBN 13
9783319249254
Item weight
213 grams
Dimensions
235x155x8 mm
Series
Book 68 of 155: SpringerBriefs in Mathematics

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany