Decomposition of multivariate probabilities (Probability and mathematical statistics ; v. 29) - Hardcover

Cuppens, Roger

Hardcover

ISBN 10: 0121994503 ISBN 13: 9780121994501

Publisher: Academic Press, 1975

Synopsis

Decomposition of Multivariate Probability is a nine-chapter text that focuses on the problem of multivariate characteristic functions.After a brief introduction to some useful results on measures and integrals, this book goes on dealing with the classical theory and the Fourier-Stieltjes transforms of signed measures. The succeeding chapters explore the multivariate extension of the well-known Paley-Wiener theorem on functions that are entire of exponential type and square-integrable; the theory of infinitely divisible probabilities and the classical results of Hin?in; and the decompositions of analytic characteristic functions. Other chapters are devoted to the important problem of the description of a specific class on n-variate probabilities without indecomposable factors. The final chapter studies the problem of ?-decomposition of multivariate characteristic functions.This book will prove useful to mathematicians and advance undergraduate and graduate students.

Edition details

• Publisher: Academic Press
• Publication date: 1975
• Language: English
• ISBN 10: 0121994503
• ISBN 13: 9780121994501
• Binding: Hardcover
• Edition number: 1
• Number of pages: 244