Infinite Divisibility of Probability Distributions on the Real Line (Chapman & Hall/CRC Pure and Applied Mathematics) - Hardcover

Book 10 of 70: Chapman & Hall/CRC Pure and Applied Mathematics

Steutel, Fred W.; Van Harn, Klaas

 
9780824707248: Infinite Divisibility of Probability Distributions on the Real Line (Chapman & Hall/CRC Pure and Applied Mathematics)

Synopsis

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.

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About the Author

Steutel, Fred W.; van Harn, Klaas

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Other Popular Editions of the Same Title

9780824756932: Infinite Divisibility of Probability Distributions on the Real Line

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ISBN 10:  0824756932 ISBN 13:  9780824756932
Publisher: Marcel Dekker Ltd, 2003
Hardcover