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Tempered Stable Distributions Stochastic Models for Multiscale Processes /
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 li...
| Cote: | Libro Electrónico |
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| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
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Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Édition: | 1st ed. 2016. |
| Collection: | SpringerBriefs in Mathematics,
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| Sujets: | |
| Accès en ligne: | Texto Completo |
Table des matières:
- Introduction
- Preliminaries
- Tempered Stable Distributions
- Limit Theorems for Tempered Stable Distributions
- Multiscale Properties of Tempered Stable Levy Processes
- Parametric Classes
- Applications
- Epilogue
- References.