Chance and Stability. Stable Distributions and their Applications

Vladimir M. Zolotarev, Vladimir V. Uchaikin9067643017, 9789067643016

An introduction to the theory of stable distributions and their applications. It contains a modern outlook on the mathematical aspects of the theory. The authors explain numerous peculiarities of stable distributions and describe the principle concept of probability theory and function analysis. A significant part of the book is devoted to applications of stable distributions. Another notable feature is the material on the interconnection of stable laws with fractals, chaos and anomalous transport processes.