Decomposition of Multivariate Probabilities - Softcover

Cuppens, Roger

Softcover

ISBN 10: 1483204219 ISBN 13: 9781483204215

Publisher: Academic Press, 2014

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: 2014
• Language: English
• ISBN 10: 1483204219
• ISBN 13: 9781483204215
• Binding: Paperback
• Number of pages: 262
• Editor: Birnbaum Z. W.