scientific article; zbMATH DE number 2031102
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Publication:4445977
How do we recognize a probability distribution on the real line as being infinitely divisible? In principle this problem has been solved some time ago by the famous canonical representations of the associated characteristic functions. However, according to the authors, these representations are not useful in most practical cases for answering the above question for a given distribution. One of the aims of the book is to provide `means and methods for making such decisions' (citation form the preface). After an introductory chapter there are three chapters dealing with distributions on the nonnegative integers, the nonnegative reals and the whole real line, respectively. Chapter~5 is devoted to self-decomposability and stability, Chapter~6 deals with the sometimes surprising relationship between infinite divisibility and mixing. In the final chapter the occurrence of infinite divisibility in the context of stochastic processes, notably Markov chains, renewal theory and queueing processes, is discussed. Throughout the book we find a variety of interesting examples. While this area, as the authors themselves note, is no longer a booming field, the appearance of a detailed treatment of this circle of ideas, to which the authors have contributed significantly, is certainly most welcome.
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