Analytické vlastnosti modifikovaných stabilních rozdělení
Thesis title in Czech: | Analytické vlastnosti modifikovaných stabilních rozdělení |
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Thesis title in English: | Analytical properties of modified stable distributions |
Key words: | analytické vlastnosti, stabilní rozdělení |
English key words: | analytical properties, stable distributions |
Academic year of topic announcement: | 2016/2017 |
Thesis type: | dissertation |
Thesis language: | |
Department: | Ústav teorie informace a automatizace AV ČR, v.v.i. (32-UTIAAV) |
Supervisor: | prof. Lev Klebanov, DrSc. |
Author: | hidden![]() |
Date of registration: | 14.10.2016 |
Date of assignment: | 14.10.2016 |
Confirmed by Study dept. on: | 14.10.2016 |
Advisors: | RNDr. Jan Seidler, CSc. |
Guidelines |
Studovat analytické vlastnosti stabilních, temperovaných stabilních a geometricky stabilních rozdělení. |
References |
Ibragimov, I. A. and Linnik, Y. V. (1971), Independent and stationary sequences of random variables. Wolters-Noordhoff, Groningen.
Gnedenko B.V. and Korolev V.Yu. (1996), Random Summation. Limit Theorems and Applications. CRC Press, Boca Raton. Samorodnitsky G. and Taqqu, M. S. (1994). Stable Non-Gaussian Random Processes. Chapman \& Hall. Zolotarev V. M. (1983) Univariate Stable Distributions. Nauka, Moscow. in Russian. English Transl.: One-Dimensional Stable Distributions. V. 65 of Translations of Mathematical Monographs, American Math. Soc., 1986. Zolotarev V. M., Uchaikin V. V. (1999) CHANCE and STABILITY Stable Distributions and their Applications Walter de Gruyter |