Infinite divisibility of probability distributions on the real line:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Dekker
2004
|
| Schriftenreihe: | Pure and applied mathematics
259 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. 513-533) and indexes |
| Beschreibung: | X, 546 S. 24 cm |
| ISBN: | 0824707249 9780824707248 |
Internformat
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| 245 | 1 | 0 | |a Infinite divisibility of probability distributions on the real line |c Fred W. Steutel ; Klaas van Harn |
| 264 | 1 | |a New York [u.a.] |b Dekker |c 2004 | |
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Datensatz im Suchindex
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|---|---|
| adam_text | INFINITE DIVISIBILITY OF PROBABILITY DISTRIBUTIONS ON THE REAL LINE FRED
W. STEUTEL UNIVERSITY OF TECHNOLOGY EINDHOVEN, THE NETHERLANDS KLAAS VAN
HARN FREE UNIVERSITY AMSTERDAM, THE NETHERLANDS MARCEL DEKKER, INC. NEW
YORK * BASEL CONTENTS I. INTRODUCTION AND OVERVIEW 1 § 1. INTRODUCTION 1
§ 2. ELEMENTARY CONSIDERATIONS AND EXAMPLES 2 § 3. PROCESSES WITH
STATIONARY INDEPENDENT INCREMENTS 6 § 4. CANONICAL REPRESENTATIONS 11 §
5. THE CENTRAL LIMIT PROBLEM 13 § 6. OTHER TYPES OF DIVISIBILITY 19 § 7.
NOTES 21 II. INFINITELY DIVISIBLE DISTRIBUTIONS ON THE NONNEGATIVE
INTEGERS 23 § 1. INTRODUCTION 23 § 2. ELEMENTARY PROPERTIES 25 § 3.
COMPOUND DISTRIBUTIONS 30 § 4. CANONICAL REPRESENTATION 34 § 5.
COMPOUND-EXPONENTIAL DISTRIBUTIONS 39 § 6. CLOSURE PROPERTIES 43 § 7.
MOMENTS 46 § 8. SUPPORT 50 § 9. TAIL BEHAVIOUR 54 §10. LOG-CONVEXITY 59
§11. EXAMPLES 65 §12. NOTES 75 III. INFINITELY DIVISIBLE DISTRIBUTIONS
ON THE NONNEGATIVE REALS 77 § 1. INTRODUCTION 77 § 2. ELEMENTARY
PROPERTIES 79 § 3. COMPOUND DISTRIBUTIONS 84 § 4. CANONICAL
REPRESENTATION 89 VN VIII CONTENTS § 5. COMPOUND-EXPONENTIAL
DISTRIBUTIONS 99 § 6. CLOSURE PROPERTIES 103 § 7. MOMENTS 106 § 8.
SUPPORT 109 § 9. TAIL BEHAVIOUR 113 §10. LOG-CONVEXITY 116 §11. EXAMPLES
124 §12. NOTES 133 IV. INFINITELY DIVISIBLE DISTRIBUTIONS ON THE REAL
LINE 135 § 1. INTRODUCTION 135 § 2. ELEMENTARY PROPERTIES 137 § 3.
COMPOUND DISTRIBUTIONS 145 § 4. CANONICAL REPRESENTATION 151 § 5.
COMPOUND-EXPONENTIAL DISTRIBUTIONS 169 § 6. CLOSURE PROPERTIES 175 § 7.
MOMENTS 176 § 8. SUPPORT 182 § 9. TAIL BEHAVIOUR 189 § 10. LOG-CONVEXITY
201 §11. EXAMPLES 208 §12. NOTES 218 V. SELF-DECOMPOSABILITY AND
STABILITY 221 § 1. INTRODUCTION 221 § 2. SELF-DECOMPOSABILITY ON THE
NONNEGATIVE REALS 224 § 3. STABILITY ON THE NONNEGATIVE REALS 241 § 4.
SELF-DECOMPOSABILITY ON THE NONNEGATIVE INTEGERS 246 § 5. STABILITY ON
THE NONNEGATIVE INTEGERS 262 § 6. SELF-DECOMPOSABILITY ON THE REAL LINE
268 § 7. STABILITY ON THE REAL LINE 286 § 8. SELF-DECOMPOSABILITY AND
STABILITY INDUCED BY SEMI-GROUPS 300 § 9. EXAMPLES 308 §10. NOTES 325
CONTENTS IX VI. INFINITE DIVISIBILITY AND MIXTURES 327 § 1. INTRODUCTION
327 § 2. TWO IMPORTANT TYPES OF MIXTURES 329 § 3. MIXTURES OF
EXPONENTIAL DISTRIBUTIONS 331 § 4. MIXTURES OF GAMMA DISTRIBUTIONS 343 §
5. GENERALIZED GAMMA CONVOLUTIONS 349 § 6. MIXTURES OF POISSON
DISTRIBUTIONS 367 § 7. MIXTURES OF NEGATIVE-BINOMIAL DISTRIBUTIONS 378 §
8. GENERALIZED NEGATIVE-BINOMIAL CONVOLUTIONS 387 § 9. MIXTURES OF
ZERO-MEAN NORMAL DISTRIBUTIONS 394 §10. MIXTURES OF SYM-GAMMA
DISTRIBUTIONS 398 §11. GENERALIZED SYM-GAMMA CONVOLUTIONS 403 §12.
EXAMPLES 409 §13. NOTES 422 VII. INFINITE DIVISIBILITY IN STOCHASTIC
PROCESSES 425 § 1. INTRODUCTION 425 § 2. FIRST-PASSAGE TIMES IN MARKOV
CHAINS 426 § 3. WAITING TIMES IN QUEUEING PROCESSES 431 § 4. BRANCHING
PROCESSES 433 § 5. RENEWAL PROCESSES 439 § 6. SHOT NOISE 449 § 7.
EXAMPLES 450 § 8. NOTES 461 APPENDIX A. PREREQUISITES FROM PROBABILITY
AND ANALYSIS 465 § 1. INTRODUCTION 465 § 2. DISTRIBUTIONS ON THE REAL
LINE 465 § 3. DISTRIBUTIONS ON THE NONNEGATIVE REALS 477 § 4.
DISTRIBUTIONS ON THE NONNEGATIVE INTEGERS 489 § 5. OTHER AUXILIARIES 498
§ 6. NOTES 502 X CONTENTS APPENDIX B. SELECTED WELL-KNOWN DISTRIBUTIONS
503 § 1. INTRODUCTION 503 § 2. DISTRIBUTIONS ON THE REAL LINE 503 § 3.
DISTRIBUTIONS ON THE NONNEGATIVE REALS 506 § 4. DISTRIBUTIONS ON THE
NONNEGATIVE INTEGERS 509 § 5. NOTES 511 BIBLIOGRAPHY 513 AUTHOR INDEX
535 SUBJECT INDEX 539 NOTATIONS AND CONVENTIONS 545
|
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| dewey-search | 519.2/4 |
| dewey-sort | 3519.2 14 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV017487935 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:18:37Z |
| institution | BVB |
| isbn | 0824707249 9780824707248 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010535141 |
| oclc_num | 52937651 |
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| owner_facet | DE-384 DE-91G DE-BY-TUM DE-11 DE-824 |
| physical | X, 546 S. 24 cm |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Dekker |
| record_format | marc |
| series | Pure and applied mathematics |
| series2 | Pure and applied mathematics |
| spelling | Steutel, Fred W. Verfasser aut Infinite divisibility of probability distributions on the real line Fred W. Steutel ; Klaas van Harn New York [u.a.] Dekker 2004 X, 546 S. 24 cm txt rdacontent n rdamedia nc rdacarrier Pure and applied mathematics 259 Includes bibliographical references (p. 513-533) and indexes Distribution (Théorie des probabilités) Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Unbeschränkt teilbare Verteilung (DE-588)4788273-6 gnd rswk-swf Unbeschränkt teilbare Verteilung (DE-588)4788273-6 s DE-604 Harn, Klaas van Sonstige oth Pure and applied mathematics 259 (DE-604)BV000001885 259 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010535141&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Steutel, Fred W. Infinite divisibility of probability distributions on the real line Pure and applied mathematics Distribution (Théorie des probabilités) Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Unbeschränkt teilbare Verteilung (DE-588)4788273-6 gnd |
| subject_GND | (DE-588)4788273-6 |
| title | Infinite divisibility of probability distributions on the real line |
| title_auth | Infinite divisibility of probability distributions on the real line |
| title_exact_search | Infinite divisibility of probability distributions on the real line |
| title_full | Infinite divisibility of probability distributions on the real line Fred W. Steutel ; Klaas van Harn |
| title_fullStr | Infinite divisibility of probability distributions on the real line Fred W. Steutel ; Klaas van Harn |
| title_full_unstemmed | Infinite divisibility of probability distributions on the real line Fred W. Steutel ; Klaas van Harn |
| title_short | Infinite divisibility of probability distributions on the real line |
| title_sort | infinite divisibility of probability distributions on the real line |
| topic | Distribution (Théorie des probabilités) Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Unbeschränkt teilbare Verteilung (DE-588)4788273-6 gnd |
| topic_facet | Distribution (Théorie des probabilités) Waarschijnlijkheidstheorie Distribution (Probability theory) Unbeschränkt teilbare Verteilung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010535141&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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