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  7. Products of Random Variables

Products of Random Variables

Applications to Problems of Physics and to Arithmetical Functions

Janos Galambos, Italo Simonelli
Livre relié | Anglais | Chapman & Hall/CRC Pure and Applied Mathematics
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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.

    • Spécifications

    Parties prenantes

    Auteur(s) :
    Janos GalambosItalo Simonelli
    Editeur:
    CRC Press

    Contenu

    Nombre de pages :
    338
    Langue:
    Anglais
    Collection :
    Chapman & Hall/CRC Pure and Applied Mathematics

    Caractéristiques

    EAN:
    9780824754020
    Date de parution :
    20-07-04
    Format:
    Livre relié
    Format numérique:
    Genaaid
    Dimensions :
    157 mm x 236 mm
    Poids :
    580 g

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