The Arithmetic of Probability Distributions

DOI10.1137/1131001MaRDI QIDQ3738322zbMATH OpenOpenAlexFDO

Authors I. V. Ostrovskii

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1131001

zbMATH Keywords

distributions on locally compact Abelian groupsfactorization in the convolution semigroup of probability distributionsindecomposability of distributionsindecomposable factorsinfinitely divisible distributionssurvey

Mathematics Subject Classification ID

Positive definite functions in one variable harmonic analysis (42A82) Convolution, factorization for one variable harmonic analysis (42A85) Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Cited in

(5)

• Estimation of arithmetic means and their applications in guessing theory
• Strong decomposition of random variables
• The Additive Differential Probability of ARX
• Decomposition of differences of independent and identically distributed random variables
• Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability

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