Infinite Divisibility of Probability Distributions on the Real Line 1st Edition

Ebook Details

Authors Fred W. Steutel, Klaas van Harn
Year 2003
Pages 550
Publisher CRC Press
Language en
ISBN 9780824707248
File Size 2.7 MB
File Format PDF
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Ebook Description

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.