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Infinitely Divisible Statistical Experiments (Paperback, Softcover reprint of the original 1st ed. 1985)
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Infinitely Divisible Statistical Experiments (Paperback, Softcover reprint of the original 1st ed. 1985)
Series: Lecture Notes in Statistics, 27
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This book is intended to give an account of the theory of infi
nitely divisible statistical experiments which started from LeCam,
1974. It includes a presentation of LeCam's basic results as well
as new developments in the field. The book consists of four
chapters written by different authors. Chapters I, III and IV have
been prepared in Bayreuth with the support of the Deutsche
Forschungsgemeinschaft (DFG); Chapter II is part of its author's
Habilitationsschrift, 1982 (Dortmund). For the reader's
convenience, the chapters have been unified in presentation,
without neglecting differences in the individual styles of writing.
The authors are grateful to Dr. C. Becker for carefully reviewing
the manuscript. Furthermore, acknowledgements are gratefully
extended to the DFG for partly subsidizing Dr. Becker and the
second author by a grant. Some special words of thanks are due to
Mrs. Witzigmann, who typed the final manuscript and its
predecessors with patience and skill. Universitat Bayreuth und A.
Janssen Universitat Dortmund, H. Milbrodt Dezember 1984 H. Strasser
CONTENTS Preface Introduction L its of Triangular Arrays of 14 I.
EXEeriments (H. Milbrodt and H. Strasser) 1. Basic Concepts 14 19
2. Gaussian Exper ents 3. Introduction to Poisson Experiments 25 4.
Convergence of Poisson Experiments 32 5. Convergence of Triangular
Arrays 38 6. Identification of Limit Experiments 47 The
Levy-Khintchine Formula for Infinitely 55 II."
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