大葉大學圖書館 |

Tempered stable distributions[electronic resource] :stochastic models for multiscale processes /

纪录类型:	书目-语言数据,印刷品 : Monograph/item
[NT 15000414] null:	519.24
[NT 47271] Title/Author:	Tempered stable distributions : stochastic models for multiscale processes // by Michael Grabchak.
作者:	Grabchak, Michael.
出版者:	Cham : : Springer International Publishing :, 2015.
面页册数:	xii, 118 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
标题:	Distribution (Probability theory)
标题:	Stochastic models.
标题:	Levy processes.
标题:	Mathematics.
标题:	Probability Theory and Stochastic Processes.
标题:	Quantitative Finance.
ISBN:	9783319249278
ISBN:	9783319249254
[NT 15000228] null:	Introduction -- Preliminaries -- Tempered Stable Distributions -- Limit Theorems for Tempered Stable Distributions -- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References.
[NT 15000229] null:	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.
电子资源:	http://dx.doi.org/10.1007/978-3-319-24927-8

Tempered stable distributions[electronic resource] :stochastic models for multiscale processes /
Grabchak, Michael.

Tempered stable distributionsstochastic models for multiscale processes /[electronic resource] :by Michael Grabchak. - Cham :Springer International Publishing :2015. - xii, 118 p. :ill., digital ;24 cm. - SpringerBriefs in mathematics,2191-8198. - SpringerBriefs in mathematics..

Introduction -- Preliminaries -- Tempered Stable Distributions -- Limit Theorems for Tempered Stable Distributions -- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References.

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.

ISBN: 9783319249278

Standard No.: 10.1007/978-3-319-24927-8doiSubjects--Topical Terms:

472330
Distribution (Probability theory)

LC Class. No.: QA273.6

Dewey Class. No.: 519.24

Tempered stable distributions[electronic resource] :stochastic models for multiscale processes /
LDR:02238nam a2200337 a 4500 001 444793
003 DE-He213
005 20160526104821.0
006 m d
007 cr nn 008maaau
008 160715s2015 gw s 0 eng d
020 $a 9783319249278 $q (electronic bk.)
020 $a 9783319249254 $q (paper)
024 7 $a 10.1007/978-3-319-24927-8 $2 doi
035 $a 978-3-319-24927-8
040 $a GP $c GP
041 0 $a eng
050 4 $a QA273.6
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 519.24 $2 23
090 $a QA273.6 $b .G727 2015
100 1 $a Grabchak, Michael. $3 636569
245 1 0 $a Tempered stable distributions $h [electronic resource] : $b stochastic models for multiscale processes / $c by Michael Grabchak.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xii, 118 p. : $b ill., digital ; $c 24 cm.
490 1 $a SpringerBriefs in mathematics, $x 2191-8198
505 0 $a Introduction -- Preliminaries -- Tempered Stable Distributions -- Limit Theorems for Tempered Stable Distributions -- Multiscale Properties of Tempered Stable Levy Processes -- Parametric Classes -- Applications -- Epilogue -- References.
520 $a 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.
650 0 $a Distribution (Probability theory) $3 472330
650 0 $a Stochastic models. $3 342238
650 0 $a Levy processes. $3 511896
650 1 4 $a Mathematics. $3 172349
650 2 4 $a Probability Theory and Stochastic Processes. $3 463894
650 2 4 $a Quantitative Finance. $3 464461
710 2 $a SpringerLink (Online service) $3 463450
773 0 $t Springer eBooks
830 0 $a SpringerBriefs in mathematics. $3 465744
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-24927-8
950 $a Mathematics and Statistics (Springer-11649)