5 edition of **Infinite Divisibility of Probability Distributions on the Real Line (Pure and Applied Mathematics)** found in the catalog.

- 198 Want to read
- 31 Currently reading

Published
**September 1, 2003**
by Marcel Dekker
.

Written in English

- Probability & statistics,
- Stochastics,
- Mathematics,
- Distribution (Probability theo,
- Technology,
- Science/Mathematics,
- Probability & Statistics - General,
- Applied,
- Differential Equations,
- Probability & Statistics - Bayesian Analysis,
- Mathematics / Probability & Statistics / Bayesian Analysis,
- General,
- Distribution (Probability theory)

The Physical Object | |
---|---|

Format | Hardcover |

Number of Pages | 550 |

ID Numbers | |

Open Library | OL8124827M |

ISBN 10 | 0824707249 |

ISBN 10 | 9780824707248 |

Infinitely divisible distributions form an important class of distributions on \(\R \) that includes the stable distributions, the compound Poisson distributions, as well as several of the most important special parametric families of distribtions. Basically, the distribution of a real-valued random variable is infinitely divisible if for each. Infinite divisibility (probability) In probability theory, a probability distribution is infinitely divisible if it can be expressed as the probability distribution of the sum of an arbitrary number of independent and identically distributed random variables. The characteristic function of any infinitely divisible distribution is then called an infinitely divisible characteristic function.

Infinite divisibility of probability distributions on the real line, volume of Monographs and textbooks in pure and applied mathematics. Marcel Dekker, Marcel Dekker, Google ScholarCited by: 7. Abstract. We focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type (a, b, 0) class distributions and family of equilibrium distributions of arbitrary birth-death s, we show abundant distributional properties such as overdispersion and underdispersion, log-concavity, log-convexity (infinite divisibility), pseudo compound Poisson Cited by: 1.

Infinite divisibility of some symmetric distributions skewed by an additive component is investigated. We find in particular that the skew-normal distribution of Azzalini [ A class of distributions which includes the normal ones. Scand. J. Statist. 12, –] and the multivariate skew-normal distribution of Azzalini and Dalla Valle [Cited by: 7. A serious gap in the Proof of Pakes’s paper on the convolution equivalence of infinitely divisible distributions on the line is completely closed. It completes the real analytic approach to Sgibnev’s theorem. Then the convolution equivalence of random sums of IID random variables is discussed. Some of the results are applied to random walks and Lévy by:

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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 by: 3 New from$ 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 : Kindle.

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 example.

Reassessing classical theory and presenting new developments, Infinite Divisibility of Probability Distributions on the Real Line is a definitive, example-filled text focused on divisibility with respect to convolution and addition of independent random variables.

Infinite Divisibility of Probability Distributions on the Real Line reassesses classical theory and presents new developments, while focusing on divisibility Reviews: 1. Steutel (probability, emeritus, Eindhoven University of technology, The Netherlands) and Van Haarn (mathematics, Free University, The Netherlands) present new developments together with a full account of the theory of infinite divisibility, dealing only with probability distributions on the real line and with divisibility with respect to convolution and the addition of independent random.

TY - BOOK. T1 - Infinite divisibility of probability distributions on the real line. AU - Steutel, F.W. AU - Harn, van, K.

PY - Y1 - M3 - Book. SN - SN - T3 - Pure and applied mathematics: a series of monographs and textbooks. BT - Infinite divisibility of probability distributions on the real lineCited by: INFINITE DIVISIBILITY OF PROBABILITY DISTRIBUTIONS ON THE REAL LINE FRED W.

STEUTEL INFINITE DIVISIBILITY IN STOCHASTIC PROCESSES § 8. Notes Appendix A. Prerequisites from probability and analysis § 1. Introduction § 2. Distributions on the real line § 3. Distributions on the nonnegative reals § 4.

Infinite Divisibility of Probability Distributions on the Real Line (Chapman & Hall/CRC Pure and Applied Mathematics Book ) eBook: HARN, KLAAS VAN: : Kindle StoreAuthor: KLAAS VAN HARN. TY - BOOK. T1 - Infinite divisibility of probability distributions on the real line.

AU - Steutel, F.W. AU - van Harn, K. N1 - StHa PY - Y1 - M3 - Book. T3 - Pure and Applied Mathematics. BT - Infinite divisibility of probability distributions on the real line.

PB - Marcel Dekker. CY - Cited by: "Infinite Divisibility of Probability Distributions on the Real Line reviews infinite divisibility in light of the central limit problem contrasts infinite divisibility with finite divisibility aligns canonical representations and other theoretical results with the specific approaches used when considering infinitely divisible distributions on the nonnegative integers, nonnegative.

Get this from a library. Infinite divisibility of probability distributions on the real line. [Fred W Steutel; Klaas van Harn] -- Reassessing classical theory and presenting new developments, this text is a definitive, example-filled text focused on divisibility with respect to convolution and addition of independent random.

Title: Infinite divisibility of probability distributions on the real line: Series: Pure and applied mathematics: a series of monographs and textbooks, Cited by: [Pure and Applied Mathematics] Fred W. Steutel - Infinite divisibility of probability distributions on real line ( Marcel Dekker).pdf.

measure (distribution) induced by X. It follows that a probability measure on R is in nitely divisible if and only if, for every n 2N, there is a probability measure n such that is equal to the n-fold convolution of n. Reference: F.W. Steutel and K.

Van Harn, In nite divisibility of probability distributions on the real line, Marcel-Dekker, New File Size: KB. F.W. Steutel and K. van Harn, Infinite divisibility of probability distributions on the real line, Pure and applied mathematics: a series of monographs and textbooks, Marcel Dekker Inc.

The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated.

It is proved that the β-Tracy–Widom distribution, which is the limiting distribution of the largest eigenvalue of a β-Hermite ensemble, is not infinitely rmore, for each fixed N ≥ 2 it is proved that the largest eigenvalue of a GOE/GUE random matrix Cited by: 1.

Preservation of infinite divisibility under mixing and related topics, (Mathematical Centre tracts) Infinite Divisibility of Probability Distributions on the Real Line (Chapman & Hall/CRC Pure and Applied Mathematics) by Fred W. Steutel () Plato and Parmenides (International Library of.

[85] F.W., Steutel and K., van Harn: Infinite Divisibility of Probability Distributions on the Real Line. Monographs and Textbooks in Pure and Applied Mathematics, Monographs and Textbooks in Pure and Applied Mathematics, Cited by: Let f (t) be characteristic function of a distribution on real line.

We say that f (t) is m-divisible (m is positive integer) if f 1/m (t) is a characteristic function as well. Mathematics > Probability. Title: Second order subexponentiality and infinite divisibility.

Authors: Toshiro Watanabe (Submitted on 29 Jan ) Abstract: We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption.

We investigate the asymptotic behaviour of Author: Toshiro Watanabe.Lévy Processes and Infinitely Divisible Distributions. Cambridge Studies in Advanced Mathematics Cambridge Univ. Press, Cambridge. [22] Steutel, F. W. and van Harn, K. (). Infinite Divisibility of Probability Distributions on the Real Line.

Monographs and Textbooks in Pure and Applied Mathematics Dekker, New by: Books. Publishing Support. Login. The new particular compound Poisson distribution is introduced as the sum of independent and identically random variables of variational Cauchy distribution with the number of random variables has Poisson distribution.

Steutel FW and Harn KV Infinite divisibility of probability distributions on the Author: D Devianto, Sarah, H Yozza, F Yanuar, Maiyastri.