DEPARTMENT OF MATHEMATICAL SCIENCES

APPLIED AND COMPUTATIONAL MATHEMATICS SEMINAR

**Speaker:**John P. Nolan, American University

**Title: ***
Probabilistic and numerical aspects of stable distributions
*

**Abstract:**
Stable distributions are a class of probability distributions that
generalize the Gaussian distribution. We review some of the
probablistic and analytic properties of stable laws. Since there
are no known no explicit formula for the density functions or
distribution functions of the general stable law, we discuss
numerical methods used to calculate these functions. We end with a
look at the multivariate stable and related multivariate extreme
value distributions, where there are still significant numerical
problems.

**Time:** Friday, February 3, 2017, 1:30-2:20 p.m.

**Place:** Exploratory Hall, Room 4106

Department of Mathematical Sciences

George Mason University

4400 University Drive, MS 3F2

Fairfax, VA 22030-4444

http://math.gmu.edu/

Tel. 703-993-1460, Fax. 703-993-1491