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Includes a separate section featuring approximately 100 examples. Fundamental to theoretical probability and valuable in such applications as financial, insurance, and biological modeling and deconvolution problems in mathematical physics, infinite divisibility has proven to be a very profitable area of research. 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.
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"The two authors have come up with a rather complete, very detailed and self-contained survey of the state of the art around the theory and applications of univariate infinite divisibility. All important properties are collected [in this book]. An important plus for this book is the rich variety of examples throughout the whole text. The monograph will certainly become the standard reference work on this fundamental concept." - Short Book Reviews of the ISI
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