noncomputable def
MeasureTheory.Measure.convPow
{M : Type u_1}
[AddCommMonoid M]
[MeasurableSpace M]
(ν : Measure M)
:
The n-fold convolution power of a measure ν on an additive commutative
measurable monoid. Defined recursively: convPow ν 0 = δ_0 (Dirac at the additive
identity) and convPow ν (n+1) = convPow ν n ∗ ν. If ν is the law of Y, then
convPow ν n is the law of the sum of n i.i.d. copies of Y.
Instances For
def
IsInfinitelyDivisible
{M : Type u_1}
[AddCommMonoid M]
[MeasurableSpace M]
(μ : MeasureTheory.Measure M)
:
A measure μ on an additive commutative measurable monoid is infinitely
divisible if for every n ≥ 1 there is a probability measure ν whose n-fold
convolution power equals μ. Equivalently, the corresponding random variable X
can, for every n, be written in law as the sum of n i.i.d. copies of some
random variable Y.