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Products of Random Variables - Applications to Problems of Physics and to Arithmetical Functions (Hardcover, New)
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Products of Random Variables - Applications to Problems of Physics and to Arithmetical Functions (Hardcover, New)
Series: Chapman & Hall/CRC Pure and Applied Mathematics
Expected to ship within 12 - 17 working days
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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-Turan 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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