Infinite Divisibility of Probability Distributions on the Real Line

Front Cover
CRC Press, Oct 3, 2003 - Mathematics - 550 pages
1 Review
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.

 

What people are saying - Write a review

User Review - Flag as inappropriate

A real collection of useful results.
See p. 139, Proposition 2.4.

Contents

CHAPTER I INTRODUCTION AND OVERVIEW
1
CHAPTER II INFINITELY DIVISIBLE DISTRIBUTIONS ON THE NONNEGATIVE INTEGERS
23
CHAPTER III INFINITELY DIVISIBLE DISTRIBUTIONS ON THE NONNEGATIVE REALS
77
CHAPTER IV INFINITELY DIVISIBLE DISTRIBUTIONS ON THE REAL LINE
135
CHAPTER V SELFDECOMPOSABILITY AND STABILITY
221
CHAPTER VI INFINITE DIVISIBILITY AND MIXTURES
327
CHAPTER VII INFINITE DIVISIBILITY IN STOCHASTIC PROCESSES
425
APPENDIX A PREREQUISITES FROM PROBABILITY AND ANALYSIS
465
APPENDIX B SELECTED WELLKNOWN DISTRIBUTIONS
503
BIBLIOGRAPHY
513
AUTHOR INDEX
535
SUBJECT INDEX
539
NOTATIONS AND CONVENTIONS
545
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information