Buch, Englisch, 550 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 1010 g
Buch, Englisch, 550 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 1010 g
Reihe: Chapman & Hall/CRC Pure and Applied Mathematics
ISBN: 978-0-8247-0724-8
Verlag: CRC Press
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.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
Weitere Infos & Material
Infinitely divisible distributions on the nonnegative integers; infinitely divisible distributions on the nonnegative reals; infinitely divisible distributions on the real line; self-decomposability and stability; infinite divisibility and mixtures;infinite divisibility in stochastic processes. Appendices: prerequisites from probability and analysis; list of well-known distributions; notations and conventions.
