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Infinite Divisibility of Probability Distributions on the Real Line

Infinite Divisibility of Probability Distributions on the Real Line

Hardcover

Series: Chapman & Hall/CRC Pure and Applied Mathematics

General MathematicsProbability & Statistics

ISBN10: 0824707249
ISBN13: 9780824707248
Publisher: Taylor & Francis
Published: Oct 3 2003
Pages: 550
Weight: 1.87
Height: 1.23 Width: 6.28 Depth: 9.08
Language: English
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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Probability & Statistics