Generalized stable distributions and their applications
| Thesis title in Czech: |
Zobecněná stabilní rozdělení a jejich aplikace |
| Thesis title in English: |
Generalized stable distributions and their applications |
| Key words: |
diskrétní stabilní rozdělení, ležérní stabilita, diskrétní aproximace stabilních rozdělení |
| English key words: |
discrete stable distribution, casual stability, discrete approximation of stable distribution |
| Academic year of topic announcement: |
2010/2011 |
| Thesis type: |
dissertation |
| Thesis language: |
angličtina |
| Department: |
Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: |
prof. Lev Klebanov, DrSc. |
| Author: |
hidden - assigned and confirmed by the Study Dept. |
| Date of registration: |
11.10.2010 |
| Date of assignment: |
11.10.2010 |
| Date and time of defence: |
27.02.2015 14:00 |
| Date of electronic submission: | 28.10.2014 |
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| Date of submission of printed version: | 23.10.2014 |
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| Date of proceeded defence: |
27.02.2015 |
| Opponents: |
prof. RNDr. Bohdan Maslowski, DrSc. |
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prof. Victor Korolev, DrSc. |
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| Guidelines |
| Najít stabilní rozdělení pro součty náhodného počtu celočíselných náhodných veličin. Aplikovat stabilní rozdělení ve finančních problémech. |
| References |
Lev Klebanov, Tomasz Kozubovski, Svetlozar Rachev Ill-Posed Problems in Probability and Stability of Random Sums, Nova, New York, 2006;
G. Samorodnitsky, M. Taqqu Stable Non-Gaussian Random Processes, Chapman & Hall, New York, 1999. |
