本博文探讨了无穷可分分布的Levy-Khintchine表述,详情见附件,供参考。
CONTENTS
I. Notes and Notation 2
A. Notes 2
B. Notation 2
II. Levy-Khintchine Formula 3
A. First Representation 3
B. Second Representation 3
III. Examples 4
A. Poisson Distribution 4
B. Compound Poisson Distribution 4
C. Exponential Distribution 5
D. Gaussian Distribution 5
E. Stable Distribution 5
References 5
https://blog.sciencenet.cn/blog-200199-633240.html
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