Infinite Divisibility of Probability Distributions on the Real Line

by Fred W. Steutel , Klaas van Harn

Book Details

Format Hardback or Cased Book

Book Series Chapman & Hall/CRC Pure and Applied Mathematics

ISBN-10 0824707249

ISBN-13 9780824707248

Publisher Taylor & Francis Inc

Imprint CRC Press Inc

Country of Manufacture GB

Country of Publication GB

Publication Date Oct 3rd, 2003

Print length 550 Pages

Weight 849 grams

Product Classification: Probability & statistics

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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.

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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