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.
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