Infinite Divisibility of Probability Distributions on the Real Line

1st Edition

Fred W. Steutel, Klaas van Harn

CRC Press
Published October 3, 2003
Reference - 550 Pages
ISBN 9780824707248 - CAT# DK1929
Series: Chapman & Hall/CRC Pure and Applied Mathematics

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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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