Signal Processing with Stable Distributions
In many engineering problems, heavy tailed noise occurs in a variety of settings. In the engineering literature, this is referred to as impulsive or spiky noise.
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John P. Nolan
Univariate Stable Distributions Models for Heavy Tailed Data
Springer Series in Operations Research and Financial Engineering Series Editors Thomas V. Mikosch, Køebenhavns Universitet, Copenhagen, Denmark Sidney I. Resnick, Cornell University, Ithaca, USA Stephen M. Robinson, University of Wisconsin-Madison, Madison, USA Editorial Board Torben G. Andersen, Northwestern University, Evanston, USA Dmitriy Drusvyatskiy, University of Washington, Seattle, USA Avishai Mandelbaum, Technion - Israel Institute of Technology, Haifa, Israel Jack Muckstadt, Cornell University, Ithaca, USA Per Mykland, University of Chicago, Chicago, USA Philip E. Protter, Columbia University, New York, USA Claudia Sagastizabal, IMPA – Instituto Nacional de Matemáti, Rio de Janeiro, Brazil David B. Shmoys, Cornell University, Ithaca, USA David Glavind Skovmand, Køebenhavns Universitet, Copenhagen, Denmark Josef Teichmann, ETH Zürich, Zürich, Switzerland
The Springer Series in Operations Research and Financial Engineering publishes monographs and textbooks on important topics in theory and practice of Operations Research, Management Science, and Financial Engineering. The Series is distinguished by high standards in content and exposition, and special attention to timely or emerging practice in industry, business, and government. Subject areas include: Linear, integer and non-linear programming including applications; dynamic programming and stochastic control; interior point methods; multi-objective optimization; Supply chain management, including inventory control, logistics, planning and scheduling; Game theory Risk management and risk analysis, including actuarial science and insurance mathematics; Queuing models, point processes, extreme value theory, and heavy-tailed phenomena; Networked systems, including telecommunication, transportation, and many others; Quantitative finance: portfolio modeling, options, and derivative securities; Revenue management and quantitative marketing Innovative statistical applications such as detection and inference in very large and/or high dimensional data streams; Computational economics
More information about this series at http://www.springer.com/series/3182
John P. Nolan
Univariate Stable Distributions Models for Heavy Tailed Data
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John P. Nolan Department of Mathematics and Statistics American University Washington, DC, USA
ISSN 1431-8598 ISSN 2197-1773 (electronic) Springer Series in Operations Research and Financial Engineering ISBN 978-3-030-52914-7 ISBN 978-3-030-52915-4 (eBook) https://doi.org/10.1007/978-3-030-52915-4 Mathematics Subject Classification: 60E07, 60F05, 62F12, 62F30, 62F35 © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on mic
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