Theory of Probability Distributions - NSTP118
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Last update: G_M (10.10.2001)
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Last update: T_KPMS (22.05.2008)
There are given results and methods of the theory of the probability distributions and their characteristic functions. There are described significant classes of distributions defined by their characteristic functions.
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Last update: RNDr. Pavel Zakouřil, Ph.D. (05.08.2002)
Lukacs E.: Characteristic Functions. Griffin, London, 1970
Štěpán J.: Teorie pravděpodobnosti. Matematické základy. Academia, Praha 1987 |
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Last update: G_M (27.05.2008)
Lecture. |
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Last update: T_KPMS (29.04.2003)
Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems. |