00952nam0-2200301---450-99000858840040332120080327090055.0000858840FED01000858840(Aleph)000858840FED0100085884020071123d1906----km-y0itay50------bagerSEa-------001yyFörhandlingarna vid Landtbrukslärarkursen i Stockholm den 18-23 september 1905Kungl. JordbruksdepartementetStockholmNordiska Bokhandeln[1906]XVII, 366 p.ill.24 cmAgricoltura63020itaSvezia :Jordbruksdepartementet428877ITUNINARICAUNIMARCBK99000858840040332160 Misc. B 203/1FAGBCFAGBCFörhandlingarna vid Landtbrukslärarkursen i Stockholm den 18-23 september 1905713162UNINA03302nam 22006135 450 991025408400332120220412170605.03-319-24927-410.1007/978-3-319-24927-8(CKB)3710000000580381(EBL)4383695(SSID)ssj0001607103(PQKBManifestationID)16317090(PQKBTitleCode)TC0001607103(PQKBWorkID)14896502(PQKB)11120056(DE-He213)978-3-319-24927-8(MiAaPQ)EBC4383695(PPN)191701157(EXLCZ)99371000000058038120160126d2016 u| 0engur|n|---|||||txtccrTempered stable distributions stochastic models for multiscale processes /by Michael Grabchak1st ed. 2016.Cham :Springer International Publishing :Imprint: Springer,2016.1 online resource (127 p.)SpringerBriefs in Mathematics,2191-8198Description based upon print version of record.3-319-24925-8 Includes bibliographical references and index.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.SpringerBriefs in Mathematics,2191-8198ProbabilitiesEconomics, MathematicalProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Probabilities.Economics, Mathematical.Probability Theory and Stochastic Processes.Quantitative Finance.519.24Grabchak Michaelauthttp://id.loc.gov/vocabulary/relators/aut756103MiAaPQMiAaPQMiAaPQBOOK9910254084003321Tempered stable distributions1523672UNINA