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Daily Archives: 15 March, 2010

Early history of infinitely divisible distributions

Posted on 15 March, 2010 by Walt
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This article by Mainardi and Rogosin gives the early history of infinitely divisible distributions. It includes a translation of Khintchine’s proof of the Lévy-Khintchine formula expressing the possible forms for the characteristic function of an infinitely divisible distribution.

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