Download Arithmetic of Probability Distributions, and by G. M. Feldman PDF

By G. M. Feldman

This booklet reviews the matter of the decomposition of a given random variable right into a sum of self sustaining random variables (components). ranging from the recognized Cramér theorem, which says that every one parts of a standard random variable also are common random variables, the crucial characteristic of the booklet is Fel'dman's use of strong analytical recommendations. within the algebraic case, one can't at once use analytic tools as a result of absence of a ordinary analytic constitution at the twin crew, that's the area of attribute services. however, the equipment built during this booklet enable one to use analytic concepts within the algebraic atmosphere. the 1st a part of the e-book offers effects at the mathematics of likelihood distributions of random variables with values in a in the neighborhood compact abelian team. the second one half experiences difficulties of characterization of a Gaussian distribution of a in the neighborhood compact abelian staff by means of the independence or exact distribution of its linear statistics.

Readership: experts in likelihood conception, mathematical information and useful research.

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