1st Edition

Products of Random Variables Applications to Problems of Physics and to Arithmetical Functions

By Janos Galambos, Italo Simonelli Copyright 2004
338 Pages
by CRC Press

344 Pages
by CRC Press

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... Read more
Foundations
Limit Theorems
Characterization
Interacting Particles
Arithmetical Functions
Miscellaneous Results
Bibliography
Author Index
Subject Index

Biography

Italo Simonelli, Janos Galambos

"This book is the first monograph that is completely devoted to the theory of products of random variables (PRV). It gives the most comprehensive review of the recent results in this area and could be used as a handbook in PRV…the subject index covers the content of the book quite satisfactorily. This book is a useful source of information for specialists in probability theory and/or number theory. This volume will be very useful in any mathematical library."
-Mathematical Reviews, Issue 2005g