The Laplace Distribution and Generalizations

A Revisit with Applications to Communications, Economics, Engineering, and Finance

  • Samuel Kotz
  • Tomaz J. Kozubowski
  • Krzysztof Podgórski

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Univariate Distributions

    1. Front Matter
      Pages 1-1
    2. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 3-13
    3. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 15-131
    4. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 133-178
    5. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 179-225
  3. Multivariate Distributions

    1. Front Matter
      Pages 227-227
    2. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 229-230
    3. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 231-238
    4. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 239-272
  4. Applications

    1. Front Matter
      Pages 273-273
    2. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 275-275
    3. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 277-287
    4. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 289-302
    5. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 303-308
    6. Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgórski
      Pages 309-313
  5. Back Matter
    Pages 315-349

About this book

Introduction

The aim of this monograph is quite modest: It attempts to be a systematic exposition of all that appeared in the literature and was known to us by the end of the 20th century about the Laplace distribution and its numerous generalizations and extensions. We have tried to cover both theoretical developments and applications. There were two main reasons for writing this book. The first was our conviction that the areas and situations where the Laplace distribution naturally occurs is so extensive that tracking the original sources is unfeasible. The second was our observation of the growing demand for statistical distributions having properties tangent to those exhibited by the Laplace laws. These two "necessary" conditions justified our efforts that led to this book. Many details are arranged primarily for reference, such as inclusion of the most commonly used terminology and notation. In several cases, we have proposed unification to overcome the ambiguity of notions so often present in this area. Personal taste may have done some injustice to the subject matter by omitting or emphasizing certain topics due to space limitations. We trust that this feature does not constitute a serious drawback-in our literature search we tried to leave no stone unturned (we collected over 400 references).

Keywords

Distribution STATISTICA Stochastic Processes actuarial applied probability communication communications finance fields finance/economics modeling operations research statistics

Authors and affiliations

  • Samuel Kotz
    • 1
  • Tomaz J. Kozubowski
    • 2
  • Krzysztof Podgórski
    • 3
  1. 1.Department of Engineering Management and Systems EngineeringGeorge Washington UniversityWashingtonUSA
  2. 2.Department of MathematicsUniversity of NevadaRenoUSA
  3. 3.Department of Mathematical SciencesIndiana University—Purdue UniversityIndianapolisUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-0173-1
  • Copyright Information Birkhäuser Boston 2001
  • Publisher Name Birkhäuser, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-6646-4
  • Online ISBN 978-1-4612-0173-1
  • About this book