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.
- ISBN10 6610400105
- ISBN13 9786610400102
- Publish Date 10 March 2003
- Publish Status Active
- Out of Print 21 August 2012
- Publish Country US
- Imprint Taylor & Francis Group
- Format eBook
- Language English