One-Dimensional Stable Distributions
About this Title
V. M. Zolotarev, Russian Academy of Sciences, Moscow, Russia. Translated by H. H. McFaden
Publication: Translations of Mathematical Monographs
Publication Year: 1986; Volume 65
ISBNs: 978-0-8218-4519-6 (print); 978-1-4704-4479-2 (online)
MathSciNet review: MR854867
MSC: Primary 60-01; Secondary 60E07, 60F05
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.
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 the occurrence 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