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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What's a good reference for a proof of the noncommutative khintchine inequality? Both slickness and simplicity are desirable, but the latter more than the former :) Post Profile
Hi,I have been asked to prove that if m^2 is divisible by 7 then m is divisible by 7. I'm not sure where to start. Any help would be appreciated! Post Profile
I’m fascinated by this this central limit theorem for infinitely divisible distributions. I knew about two special cases, the usual central limit theorem, and the result that a suitable limit of Bernoulli random variables gives you... Post Profile