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Infinite Divisibility of Probability Distributions on the Real Line.

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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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Bibliographic Details
Main Author: Steutel, Fred W.
Corporate Author: Taylor & Francis
Other Authors: Van Harn, Klaas
Format: eBook
Language:English
Published: Baton Rouge : CRC Press, 2003.
Series:Chapman & Hall/CRC Pure and Applied Mathematics ; v. 259
Subjects:
Distribution (Probability theory)
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • BOOK COVER
  • TITLE
  • COPYRIGHT
  • SERIES TITLE
  • DEDICATION
  • PREFACE
  • CONTENTS
  • CHAPTER I INTRODUCTION AND OVERVIEW
  • CHAPTER II INFINITELY DIVISIBLE DISTRIBUTIONS ON THE NONNEGATIVE INTEGERS
  • CHAPTER III INFINITELY DIVISIBLE DISTRIBUTIONS ON THE NONNEGATIVE REALS
  • CHAPTER IV INFINITELY DIVISIBLE DISTRIBUTIONS ON THE REAL LINE
  • CHAPTER V SELF-DECOMPOSABILITY AND STABILITY
  • CHAPTER VI INFINITE DIVISIBILITY AND MIXTURES
  • CHAPTER VII INFINITE DIVISIBILITY IN STOCHASTIC PROCESSES
  • APPENDIX A PREREQUISITES FROM PROBABILITY AND ANALYSIS
  • APPENDIX B SELECTED WELL-KNOWN DISTRIBUTIONS
  • BIBLIOGRAPHY
  • AUTHOR INDEX
  • SUBJECT INDEX
  • NOTATIONS AND CONVENTIONS.