The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula
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Publication:6208090
arXiv0801.1910MaRDI QIDQ6208090FDOQ6208090
Authors: Francesco Mainardi, Sergei V. Rogosin 
Publication date: 12 January 2008
Abstract: The article provides an historical survey of the early contributions on infinitely divisible distributions starting from the pioneering works of de Finetti in 1929 up to the canonical forms developed in the thirties by Kolmogorov, Levy and Khintchine. Particular attention is paid to single out the personal contributions of the above authors that were published in Italian, French or Russian during the period 1929-1938. In Appendix we report the translation from the Russian into English of a fundamental paper by Khintchine published in Moscow in 1937.
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Biographies, obituaries, personalia, bibliographies (01A70)
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