Products of Random Variables Book by Janos Galambos
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Products of Random Variables

Products of Random Variables


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About the Book

Products of Random Variables explores the theory of products of random variables through from distributions and limit theorems, to characterizations, to applications in physics, order statistics, and number theory. It uses entirely probabilistic arguments in actualizing the potential of the asymptotic theory of products of independent random variables and obtaining results with dependent variables using a new Bonferroni-type argument.

Systematically and comprehensively tracks the progression of research completed in the area over the last twenty years.

Well-indexed and well-referenced, Products of Random Variables

  • Clarifies foundational concepts such as symmetric and limiting distributions of products
  • Examines various limit theorems, from logarithmically Poisson distributions to triangular arrays
  • Explores characterization theorems, detailing normal, Cauchy, and bivariate distributions
  • Describes models of interactive particles
  • Elucidates dual systems of interactive particles, dual systems of increasing size, and random walks
  • Covers the Kubilius-Turán inequality and distributions for multiplicative functions
  • Probes sequences of prime divisors and prime numbers
  • Discusses Markov chains, Hilbert spaces, and quotients of random variables
  • Presents income growth models and numerous other applied models tapping products of random variables

    Authored by eminent scholars in the field, this volume is an important research reference for applied mathematicians, statisticians, physicists, and graduate students in these disciplines.


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    Product Details
    • ISBN-13: 9780824754020
    • Publisher: CRC Press
    • Publisher Imprint: Crc Press
    • Edition: 0175-New
    • Language: English
    • Returnable: N
    • Spine Width: 23 mm
    • Weight: 616 gr
    • ISBN-10: 0824754026
    • Publisher Date: 20 Jul 2004
    • Binding: Hardback
    • Height: 236 mm
    • No of Pages: 338
    • Series Title: Chapman & Hall/CRC Pure and Applied Mathematics
    • Sub Title: Applications to Problems of Physics and to Arithmetical Functions
    • Width: 157 mm


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