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Focusing on stable distributions, this book bridges the gap between their intriguing mathematical properties and practical applications in real systems. It offers a comprehensive, self-contained derivation of these distributions, enhancing understanding and intuition. Additionally, it introduces accurate numerical methods for computing stable laws, making it a valuable resource for those looking to apply stable distributions in various fields.
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Stable Distributions: Models for Heavy-Tailed Data, John Nolan
- Language
- Released
- 2007
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- Title
- Stable Distributions: Models for Heavy-Tailed Data
- Language
- English
- Authors
- John Nolan
- Publisher
- Springer Nature Singapore
- Publisher
- 2007
- Format
- Hardcover
- Pages
- 352
- ISBN13
- 9780817641597
- Category
- Mathematics
- Description
- Focusing on stable distributions, this book bridges the gap between their intriguing mathematical properties and practical applications in real systems. It offers a comprehensive, self-contained derivation of these distributions, enhancing understanding and intuition. Additionally, it introduces accurate numerical methods for computing stable laws, making it a valuable resource for those looking to apply stable distributions in various fields.