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Infinite Divisibility of Probability Distributions on the Real Line
Contributor(s): Steutel, Fred W. (Author), Van Harn, Klaas (Author)
ISBN: 0824707249     ISBN-13: 9780824707248
Publisher: CRC Press
OUR PRICE:   $380.00  
Product Type: Hardcover - Other Formats
Published: October 2003
Qty:
Annotation: 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.
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - Bayesian Analysis
- Mathematics | Applied
- Mathematics | Differential Equations - General
Dewey: 519.24
LCCN: 2003062463
Series: Pure and Applied Mathematics (M. Dekker)
Physical Information: 1.23" H x 6.28" W x 9.08" (1.87 lbs) 550 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

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.