Infinite Divisibility of Probability Distributions on the Real Line

Infinite Divisibility of Probability Distributions on the Real Line
Author :
Publisher : CRC Press
Total Pages : 562
Release :
ISBN-10 : 9780203014127
ISBN-13 : 020301412X
Rating : 4/5 (27 Downloads)

Book Synopsis Infinite Divisibility of Probability Distributions on the Real Line by : Fred W. Steutel

Download or read book Infinite Divisibility of Probability Distributions on the Real Line written by Fred W. Steutel and published by CRC Press. This book was released on 2003-10-03 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Infinite Divisibility of Probability Distributions on the Real Line Related Books

Infinite Divisibility of Probability Distributions on the Real Line
Language: en
Pages: 562
Authors: Fred W. Steutel
Categories: Mathematics
Type: BOOK - Published: 2003-10-03 - Publisher: CRC Press

DOWNLOAD EBOOK

Infinite Divisibility of Probability Distributions on the Real Line reassesses classical theory and presents new developments, while focusing on divisibility wi
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Language: en
Pages: 135
Authors: Alfonso Rocha-Arteaga
Categories: Mathematics
Type: BOOK - Published: 2019-11-02 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additiv
Probability and Statistics
Language: en
Pages: 332
Authors: Cain Mckay
Categories:
Type: BOOK - Published: 2019-01-30 - Publisher: Scientific e-Resources

DOWNLOAD EBOOK

Lévy Matters I
Language: en
Pages: 216
Authors: Thomas Duquesne
Categories: Mathematics
Type: BOOK - Published: 2010-09-05 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. T
On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Language: en
Pages: 104
Authors: Benjamin Arras
Categories: Mathematics
Type: BOOK - Published: 2019-04-24 - Publisher: Springer

DOWNLOAD EBOOK

This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. T