Prove that if the sum of two independent infinitely divisible random varia. bles is distributed according to

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(a) the Poisson law,

(b) the normal law, then every summand is Poisson distributed in case (a) and normally distributed in case (b).

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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Question Posted: May 06, 2024 04:02 AM

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Prove that if the sum of two independent infinitely divisible random varia. bles is distributed according to

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Theory Of Probability

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