Arithmetic of Probability Distributions, and Characterization Problems on Abelian Groups PDF
236 Pages·1993·0.79 MB·English
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Preview Arithmetic of Probability Distributions, and Characterization Problems on Abelian Groups
Description:
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
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