Theory of probability distributions | Types of probability distributions | Infinitely divisible probability distributions

Infinite divisibility (probability)

In probability theory, a probability distribution is infinitely divisible if it can be expressed as the probability distribution of the sum of an arbitrary number of independent and identically distributed (i.i.d.) random variables. The characteristic function of any infinitely divisible distribution is then called an infinitely divisible characteristic function. More rigorously, the probability distribution F is infinitely divisible if, for every positive integer n, there exist n i.i.d. random variables Xn1, ..., Xnn whose sum Sn = Xn1 + … + Xnn has the same distribution F. The concept of infinite divisibility of probability distributions was introduced in 1929 by Bruno de Finetti. This type of decomposition of a distribution is used in probability and statistics to find families of probability distributions that might be natural choices for certain models or applications. Infinitely divisible distributions play an important role in probability theory in the context of limit theorems. (Wikipedia).

Video thumbnail

Number Theory | Divisibility Basics

We present some basics of divisibility from elementary number theory.

From playlist Divisibility and the Euclidean Algorithm

Video thumbnail

Limit Duality Theorem

Duality Theorem In this video, I use a neat little trick to show that the limit as n goes to infinity of 2^n is infinity, by using the fact (shown before) that the limit of (1/2)^n is 0. Exponential Limit: https://youtu.be/qxlSclbmh-w Other examples of limits can be seen in the playlis

From playlist Sequences

Video thumbnail

Divisibility Rules

This video covers the divisibility rules for 2,3,4,5,6,8,9,and 10. http://mathispower4u.yolasite.com/

From playlist Factors, Prime Factors, and Least Common Factors

Video thumbnail

Ex: Limit of a Sequence Using L'Hopital's Rule Twice (Convergent)

This video explains how to determine the limit of a sequence. The results are verified using the graph of the sequence. http://mathispower4u.com

From playlist Infinite Series

Video thumbnail

Ex: Limit of a Sequence (cos(n)/2^n)

This video explains how to determine the limit of a sequence. The results are verified using the graph of the sequence. http://mathispower4u.com

From playlist Infinite Series

Video thumbnail

Infinite Limits (Limit Example 10)

Epsilon Definition of a Limit In this video, I illustrate the epsilon-N definition of a limit by doing an example with an infinite limit. More precisely, I prove from scratch that the limit of sqrt(n-2)+3 is infinity Other examples of limits can be seen in the playlist below. Check ou

From playlist Sequences

Video thumbnail

Divisibility Rule for 3

#shorts This video reviews the divisibility rule for 3.

From playlist Math Shorts

Video thumbnail

Ex: Limit of a Sequence Using L'Hopital's Rule (Convergent)

This video explains how to determine the limit of a sequence. The results are verified using the graph of the sequence. http://mathispower4u.com

From playlist Infinite Series

Video thumbnail

The Embedding Problem of Infinitely Divisible Probability Measures on Groups by Riddhi Shah

PROGRAM : ERGODIC THEORY AND DYNAMICAL SYSTEMS (HYBRID) ORGANIZERS : C. S. Aravinda (TIFR-CAM, Bengaluru), Anish Ghosh (TIFR, Mumbai) and Riddhi Shah (JNU, New Delhi) DATE : 05 December 2022 to 16 December 2022 VENUE : Ramanujan Lecture Hall and Online The programme will have an emphasis

From playlist Ergodic Theory and Dynamical Systems 2022

Video thumbnail

Hybrid sparse stochastic processes and the resolution of (...) - Unser - Workshop 2 - CEB T1 2019

Michael Unser (EPFL) / 12.03.2019 Hybrid sparse stochastic processes and the resolution of linear inverse problems. Sparse stochastic processes are continuous-domain processes that are specified as solutions of linear stochastic differential equations driven by white Lévy noise. These p

From playlist 2019 - T1 - The Mathematics of Imaging

Video thumbnail

Prime Numbers - What is Known and Unknown, by Keith Conrad

This talk by Keith Conrad (UConn) was part of UConn's Number Theory Day 2017.

From playlist Number Theory Day

Video thumbnail

Oxford 3b Space and Time

A course by Peter Millican from Oxford University. Course Description: Dr Peter Millican gives a series of lectures looking at Scottish 18th Century Philosopher David Hume and the first book of his Treatise of Human Nature. Taken from: https://podcasts.ox.ac.uk/series/introduction-david

From playlist Oxford: Introduction to David Hume's Treatise of Human Nature Book One | CosmoLearning Philosophy

Video thumbnail

CTNT 2018 - "The Biggest Known Prime Number" by Keith Conrad

This is lecture on "The Biggest Known Prime Number", by Keith Conrad, during CTNT 2018, the Connecticut Summer School in Number Theory. For more information about CTNT and other resources and notes, see https://ctnt-summer.math.uconn.edu/

From playlist CTNT 2018 - Guest Lectures

Video thumbnail

Arithmetic Statistics - Lecture 1/4 by Álvaro Lozano Robledo [CTNT 2018]

Full playlist: https://www.youtube.com/playlist?list=PLJUSzeW191Qwpyp4wKvuoyQrZmfnmEWCT Notes: https://ctnt-summer.math.uconn.edu/wp-content/uploads/sites/1632/2018/06/CTNT-2018-Arithmetic-Statistics-Lecture-1.pdf Mini-course B: “Arithmetic Statistics” by Álvaro Lozano-Robledo (UConn).

From playlist Number Theory

Video thumbnail

The Biggest Known Prime Number - Keith Conrad [2018]

Slides for this talk: https://ctnt-summer.math.uconn.edu/wp-content/uploads/sites/1632/2018/05/mersennetalkCTNT.pdf May 29: Keith Conrad (UConn) Title: The Biggest Known Prime Number. Abstract: There are infinitely many primes, but at any moment there is a biggest known prime. Earlier t

From playlist Number Theory

Video thumbnail

Introduction to number theory lecture 1.

This lecture is the first lecture of my Berkeley math 115 course "Introduction to number theory" For the other lectures in the course see https://www.youtube.com/playlist?list=PL8yHsr3EFj53L8sMbzIhhXSAOpuZ1Fov8 This lecture gives a survey of some of the topics covered later in the course,

From playlist Introduction to number theory (Berkeley Math 115)

Video thumbnail

Non-Markovian dynamics of a qubit due to single-photon by Ciccarello Francesco

Open Quantum Systems DATE: 17 July 2017 to 04 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore There have been major recent breakthroughs, both experimental and theoretical, in the field of Open Quantum Systems. The aim of this program is to bring together leaders in the Open Q

From playlist Open Quantum Systems

Video thumbnail

(Optional lecture) - Towards a classification of adelic Galois representations of ell. curves (BU)

This is a lecture I gave at Boston University's Number Theory Seminar, on April 5th, 2021, on adelic Galois representations. While not a part of the graduate course on elliptic curves, it is a nice complement to some of the material we have seen on the Tate module.

From playlist An Introduction to the Arithmetic of Elliptic Curves

Video thumbnail

Infinite Series: The Alternating Series Test

This video provides an examples of how to apply the alternating series test to determine if a infinite series is convergent or divergent. Site: http://mathispower4u.com Blog: http://mathispower4u.wordpress.com

From playlist Infinite Series

Related pages

Lévy process | Support (mathematics) | Gamma distribution | Statistics | Stochastic process | Indecomposable distribution | Poisson limit theorem | Probability | Independent increments | Independent and identically distributed random variables | Central limit theorem | Domain of a function | Lévy distribution | Compound Poisson distribution | Rational number | Stable distribution | Stationary increments | Poisson distribution | Student's t-distribution | Log-normal distribution | Variance | Triangular array | Continuous stochastic process | Probability distribution | Normal distribution | Negative binomial distribution | Bruno de Finetti | Geometric distribution | Random variable | Cauchy distribution | Binomial distribution | Irrational number | Probability theory | Additive process | Bernoulli distribution | Characteristic function (probability theory) | Multiplicative inverse