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Infinite Divisibility of Probability Distributions on the Real Line.

Infinite Divisibility of Probability Distributions on the Real Line.

・ISBN 978-0-8247-0724-8 hard GB£ 520.00

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電子版あり 大学・学術機関向け電子ブック(eBook)ISBN 978-0-429-21500-1

著者・編者Steutel, Fred W. / van Harn, Klaas,
シリーズChapman & Hall/CRC Pure and Applied Mathematics
出版社(CRC Press Inc, US)
出版年月2003
ページ数550 pp.
言語ENG
ニュース番号<M25-498>

解説

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.