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One-Dimensional Stable Distributions
V. M. Zolotarev, Russian Academy of Sciences, Moscow, Russia
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Translations of Mathematical Monographs
1986; 284 pp; softcover
Volume: 65
Reprint/Revision History:
fourth printing 2001
ISBN-10: 0-8218-4519-5
ISBN-13: 978-0-8218-4519-6
List Price: US$98
Member Price: US$78.40
Order Code: MMONO/65
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This is the first book specifically devoted to a systematic exposition of the essential facts known about the properties of stable distributions. In addition to its main focus on the analytic properties of stable laws, the book also includes examples of the occurrence of stable distributions in applied problems and a chapter on the problem of statistical estimation of the parameters determining stable laws. A valuable feature of the book is the author's use of several formally different ways of expressing characteristic functions corresponding to these laws.

Readership

This book is written for researchers in the area of probability theory and its applications, for engineers, and for graduate students in these areas.

Table of Contents

  • Examples of stable laws in applications
  • Analytic properties of the distributions in the family \(\mathfrak S\)
  • Special properties of laws in the class \(\mathfrak W\)
  • Estimators of the parameters of stable distributions
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