Infinite Divisibility of Probability Distributions on the Real Line
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A01=Fred W. Steutel
A01=Klaas van Harn
Absolutely Continuous
advanced mathematical statistics
Author_Fred W. Steutel
Author_Klaas van Harn
Bernstein's Theorem
Bernstein’s Theorem
Canonical Density
Canonical Function
Canonical Pair
Canonical Representation
Canonical Sequence
Canonical Triple
Category=PBT
central limit theorem
chain
Chapter Iii
Characteristic Function
Completely Monotone
compound
Compound Geometric Distributions
Compound Poisson Distributions
continuous
convolution methods
Degenerate Distributions
Distribution Function
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
function
infinite divisibility in random processes
Laplace Distributions
Log Concave Densities
Log IP
Log P0
Logarithmic Moment
markov
Negative Binomial Distribution
poisson
probability theory
process
random
Self-decomposable Distributions
Stable Distributions
Stationary Independent Increments
statistical distributions
stochastic modeling
time
variable
Weakly Stable
Product details
- ISBN 9780824707248
- Weight: 861g
- Dimensions: 156 x 234mm
- Publication Date: 03 Oct 2003
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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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 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.
Steutel, Fred W.; van Harn, Klaas
