Arithmetic of Probability Distributions, and Characterization Problems on Abelian Groups - Couverture rigide

American Mathematical Society

Couverture rigide

ISBN 10 : 0821845934 ISBN 13 : 9780821845936

Editeur : American Mathematical Society, 1993

Synopsis

This book studies the problem of the decomposition of a given random variable into a sum of independent random variables (components). Starting from the famous Cramer theorem, which says that all components of a normal random variable are also normal random variables, the central feature of the book is Feldman's use of powerful ytical techniques. In the algebraic case, one cannot directly use ytic methods because of the absence of a natural ytic structure on the dual group, which is the domain of characteristic functions. Nevertheless, the methods developed in this book allow one to apply ytic techniques in the algebraic setting. The first part of the book presents results on the arithmetic of probability distributions of random variables with values in a locally compact abelian group. The second part studies problems of characterization of a Gaussian distribution of a locally compact abelian group by the independence or identical distribution of its linear statistics.

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 1993
• Langue: anglais
• ISBN 10: 0821845934
• ISBN 13: 9780821845936
• Reliure: Relié
• Coordonnées du fabricant: Buchpark GmbH; https://www.buchpark.de; ; Krügerweg 1; Trebbin; Brandenburg; 14959; Allemagne