Products of random variables

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Explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. This work clarifies foundational concepts such as symmetric and limiting distributions of products. It describes models of interactive particles.

Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. It uses entirely probabilistic arguments in actualizing the potential of the asymptotic theory of products of independent random variables and obtaining results with dependent variables using a new Bonferroni-type argument.

Systematically and comprehensively tracks the progression of research completed in the area over the last twenty years.

Well-indexed and well-referenced, Products of Random Variables

Clarifies foundational concepts such as symmetric and limiting distributions of products
Examines various limit theorems, from logarithmically Poisson distributions to triangular arrays
Explores characterization theorems, detailing normal, Cauchy, and bivariate distributions
Describes models of interactive particles
Elucidates dual systems of interactive particles, dual systems of increasing size, and random walks
Covers the Kubilius-Turán inequality and distributions for multiplicative functions
Probes sequences of prime divisors and prime numbers
Discusses Markov chains, Hilbert spaces, and quotients of random variables
Presents income growth models and numerous other applied models tapping products of random variables

Authored by eminent scholars in the field, this volume is an important research reference for applied mathematicians, statisticians, physicists, and graduate students in these disciplines.

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Taal: en

Bindwijze: Hardcover

Oorspronkelijke releasedatum: 20 juli 2004

Aantal pagina's: 323

Illustraties: Nee

Hoofdauteur: Janos Galambos

Tweede Auteur: Italo Simonelli

Co Auteur: Janos Galambos

Hoofduitgeverij: Crc Pr I Llc

Originele titel: Products of Random Variables

Editie: 175

Extra groot lettertype: Nee

Product breedte: 159 mm

Product hoogte: 25 mm

Product lengte: 229 mm

Studieboek: Nee

Verpakking breedte: 152 mm

Verpakking hoogte: 229 mm

Verpakking lengte: 229 mm

Verpakkingsgewicht: 567 g

EAN: 9780824754020

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