
- 268 pages
- English
- PDF
- Available on iOS & Android
Functional Equations in Probability Theory
About this book
Functional Equations in Probability Theory deals with functional equations in probability theory and covers topics ranging from the integrated Cauchy functional equation (ICFE) to stable and semistable laws. The problem of identical distribution of two linear forms in independent and identically distributed random variables is also considered, with particular reference to the context of the common distribution of these random variables being normal. Comprised of nine chapters, this volume begins with an introduction to Cauchy functional equations as well as distribution functions and characteristic functions. The discussion then turns to the nonnegative solutions of ICFE on R+; ICFE with a signed measure; and application of ICFE to the characterization of probability distributions. Subsequent chapters focus on stable and semistable laws; ICFE with error terms on R+; independent/identically distributed linear forms and the normal laws; and distribution problems relating to the arc-sine, the normal, and the chi-square laws. The final chapter is devoted to ICFE on semigroups of Rd. This book should be of interest to mathematicians and statisticians.
Frequently asked questions
- Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
- Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Information
Table of contents
- Front Cover
- Functional Equations in Probability Theory
- Copyright Page
- Table of Contents
- Dedication
- Preface
- Introduction
- Chapter 1. Background Material
- Chapter 2. Integrated Cauchy Functional Equations on IR+
- Chapter 3. The Stable Laws, the Semistable Laws, and a Generalization
- Chapter 4. Integrated Cauchy Functional Equations with Error Terms on IR+
- Chapter 5. Independent/Identically Distributed Linear Forms, and the Normal Laws
- Chapter 6. Independent/Identical Distribution Problems Relating to Stochastic Integrals
- Chapter 7. Distribution Problems Relating to the Arc-sine, the Normal, and the Chi-Square Laws
- Chapter 8. Integrated Cauchy Functional Equations on IR
- Chapter 9. Integrated Cauchy Functional Equations on Semigroups of IRd
- Bibliography
- Index
- PROBABILITY AND MATHEMATICAL STATISTICS