{"product_id":"geometric-exponential-distributions-von-seetha-lekshmi-vanaja-und-jose-k-kanichukattu","title":"Geometric Exponential Distributions","description":"\u003cp\u003eThe theory and applications of geometric stable  laws  has been an active area of research in recent  years.  They are obtained as limiting laws of approximately  normalized random sums of i.i.d. random variables.  Geometric stable laws are found to be particularly  useful in modeling financial assets return data.  Mittag-Leffler distribution and Linnik distribution  are members of this class. Their applications range  from queuing and reliability theories to modeling  financial portfolios. They are heavy tailed and  have  applications in financial modeling also.The main  purpose of this book is to provide a rigorous  introduction to  geometric exponential laws as well  as their generalizations and applications with  special emphasis on autoregressive time series  modeling. The book introduces the concepts of  geometric infinite divisibility and various  geometric stable distributions like geometric Mittag-Leffler, geometric alpha-Laplace and related distributions.It should be of use for researchers and practitioners  in mathematics, statistics, engineering, financial modeling, mathematical finance, stochastic  processes, probability theory and applications.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783838307466\"\u003e\u003ch3\u003eGeneralizations and Applications\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783838307466","offer_id":39497067298909,"sku":"9783838307466","price":49.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/0a2a402b-99b4-4471-b2ec-c173d4eac762.jpg?v=1773382160","url":"https:\/\/shop.autorenwelt.de\/en\/products\/geometric-exponential-distributions-von-seetha-lekshmi-vanaja-und-jose-k-kanichukattu","provider":"Autorenwelt Shop","version":"1.0","type":"link"}