| 书目名称 | Tempered Stable Distributions |
| 副标题 | Stochastic Models fo |
| 编辑 | Michael Grabchak |
| 视频video | |
| 概述 | Provides a thorough survey of tempered stable distributions and their associate Levy processes.Self-contained discussion and overview makes it perfect for researchers interested in learning about temp |
| 丛书名称 | SpringerBriefs in Mathematics |
| 图书封面 |  |
| 描述 | 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.. |
| 出版日期 | Book 2016 |
| 关键词 | Infinitely Divisible Distributions; Levy Processes; Stable Distributions; Tempered Heavy Tails; Tempered |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-24927-8 |
| isbn_softcover | 978-3-319-24925-4 |
| isbn_ebook | 978-3-319-24927-8Series ISSN 2191-8198 Series E-ISSN 2191-8201 |
| issn_series | 2191-8198 |
| copyright | Michael Grabchak 2016 |
发表于 2025-3-21 16:49:35
