Roger Cuppens
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Decomposition of Multivariate Probabilities (eBook, PDF)

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Decomposition of Multivariate Probability is a nine-chapter text that focuses on the problem of multivariate characteristic functions.After a brief introduction to some useful results on measures and integrals, this book goes on dealing with the classical theory and the Fourier-Stieltjes transforms of signed measures. The succeeding chapters explore the multivariate extension of the well-known Paley-Wiener theorem on functions that are entire of exponential type and square-integrable; the theory of infinitely divisible probabilities and the classical results of Hin?in; and the decompositions o...

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