1st Edition
Infinite Divisibility of Probability Distributions on the Real Line
550 Pages
by
CRC Press
550 Pages
by
CRC Press
Also available as eBook on:
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... Read more
Infinitely divisible distributions on the nonnegative integers; infinitely divisible distributions on the nonnegative reals; infinitely divisible distributions on the real line; self-decomposability and stability; infinite divisibility and mixtures;infinite divisibility in stochastic processes. Appendices: prerequisites from probability and analysis; list of well-known distributions; notations and conventions.
Biography
Steutel, Fred W.; van Harn, Klaas
