Infinite Divisibility of Probability Distributions on the Real Line.
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 example...
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| Format: | eBook |
| Language: | English |
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Baton Rouge :
CRC Press,
2003.
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| Series: | Chapman & Hall/CRC Pure and Applied Mathematics ;
v. 259 |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Physical Description: | 1 online resource (562 pages). |
| ISBN: | 9780203014127 020301412X |