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Products of Random Variables: Applications to Problems of Physics and to Arithmetical Functions
Contributor(s): Galambos, Janos (Author), Simonelli, Italo (Author)
ISBN: 0824754026     ISBN-13: 9780824754020
Publisher: CRC Press
OUR PRICE:   $332.50  
Product Type: Hardcover - Other Formats
Published: July 2004
Qty:
Temporarily out of stock - Will ship within 2 to 5 weeks
Annotation: This impressive work sees the theory of products of random variables through from distributions and limit theorems to characterizations, 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 obtains results with dependent variables using a new Bonferroni-type argument. Well-indexed and well-referenced, this volume systematically and comprehensively tracks the progression of research completed in the area over the last twenty years while clarifying foundational concepts such as symmetric and limiting distributions of products.
Additional Information
BISAC Categories:
- Mathematics | Applied
- Mathematics | Probability & Statistics - Bayesian Analysis
- Mathematics | Number Theory
Dewey: 519.2
LCCN: 2004302423
Series: Pure and Applied Mathematics
Physical Information: 0.91" H x 6.2" W x 9.3" (1.28 lbs) 338 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

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.