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Cover Art
PRINTED BOOKS
Author Galambos, János, 1940-

Title Products of random variables : applications to problems of physics and to arithmetical functions / Janos Galambos, Italo Simonelli.

Published New York : Marcel Dekker, [2004]
©2004

Copies

Location Call No. Status
 UniM ERC  519.2 GALA    AVAILABLE
Physical description vi, 323 pages ; 24 cm.
Series Pure and applied mathematics ; 268.
Pure and applied mathematics (Marcel Dekker, Inc.) ; v. 268.
Bibliography Includes bibliographical references (pages 303-315) and indexes.
Contents 1 Foundations 1 -- 1.2 Elementary formulas for products 11 -- 1.3 Mellin transform 15 -- 1.4 Symmetric distributions 26 -- 1.5 Bonferroni-type inequalities 39 -- 1.6 Limiting distribution of products 45 -- 2 Limit Theorems 55 -- 2.1 Logarithmically Poisson distributions 55 -- 2.2 Class of L-distributions for products 58 -- 2.3 Absolute convergence of products 62 -- 2.4 Conditional distributions for products 70 -- 2.5 Triangular arrays 79 -- 2.6 i.i.d. random variables 100 -- 2.7 Order statistics as products 103 -- 3 Characterization 111 -- 3.1 General description of characterization 111 -- 3.2 Cauchy functional equation 114 -- 3.3 Characterizations by decompositions 120 -- 3.4 Normal and Cauchy distributions 135 -- 3.5 Normal distribution 139 -- 3.6 Bivariate distributions 147 -- 4 Interacting particles 155 -- 4.2 Models and dual systems 157 -- 4.3 IPS with dual of increasing size 167 -- 4.4 Random Walks 188 -- 5 Arithmetical functions 199 -- 5.2 Kubilius-Turan inequality 204 -- 5.3 A theorem of Bakstys 213 -- 5.4 Distribution of multiplicative functions 230 -- 5.5 Variants of a conjecture of Erdos 241 -- 5.6 Sequences of prime divisors 243 -- 6 Miscellaneous results 249 -- 6.1 Binary variables 249 -- 6.2 Sign of a product and Markov chains 253 -- 6.3 Sequences of the prime numbers 257 -- 6.4 Hilbert spaces 260 -- 6.5 Applied models with products 267 -- 6.6 Quotients of random variables 295.
Other author Simonelli, Italo.
Subject Probabilities.
Random variables.
ISBN 0824754026