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Infinite Divisibility of Probability Distributions on the Real Line
Infinite Divisibility of Probability Distributions on the Real Line reassesses classical theory and presents new developments, while focusing on divisibility with respect to convolution or addition of independent random variables. This definitive, example-rich text supplies approximately 100 examples to correspond with all major chapter topics and reviews infinite divisibility in light of the central limit problem. It contrasts infinite divisibility with finite divisibility, discusses the preservation of infinite divisibility under mixing for many classes of distributions, and investigates self-decomposability and stability on the nonnegative reals, nonnegative integers, and the reals.
The SIAM 100-digit Challenge
This book takes readers on a thrilling tour of some of the most important and powerful areas of contemporary numerical mathematics. The tour is organized along the 10 problems of the SIAM 100-Digit Challenge, a contest posed by Nick Trefethen of Oxford University in the January/February 2002 issue of SIAM News. The complete story of the contest as well as a lively interview with Nick Trefethen are also included. The authors, members of teams that solved all 10 problems, show in detail multiple approaches for solving each problem, ranging from elementary to sophisticated, from brute-force to schemes that can be scaled to provide thousands of digits of accuracy and that can solve even larger related problems. The authors touch on virtually every major technique of modern numerical analysis: matrix computation, iterative linear methods, limit extrapolation and convergence acceleration, numerical quadrature, contour integration, discretization of PDEs, global optimization, Monte Carlo and evolutionary algorithms, error control, interval and high-precision arithmetic, and many more.
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