The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory.
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more.
This introductory graduate text is based on a graduate course the author has taught repeatedly over the last ten years to students in applied mathematics, engineering sciences, and physics.
This book draws on recent ideas from the highly topical science of complexity and complex systems, to address the following questions. How do financial markets behave? Why do financial markets behave in the way that they do?