The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula

Details The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula

2008-01-12

arxiv.org/abs/0801.1910v1

Mathematical Methods in Economics and Finance (MMEF), Vol 1 (2006), pp 37-55

Mathematics

History and Overview

26 pages

Scientific paper

The article provides an historical survey of the early contributions on infinitely divisible distributions starting from the pioneering works of de Finetti in 1929 up to the canonical forms developed in the thirties by Kolmogorov, Levy and Khintchine. Particular attention is paid to single out the personal contributions of the above authors that were published in Italian, French or Russian during the period 1929-1938. In Appendix we report the translation from the Russian into English of a fundamental paper by Khintchine published in Moscow in 1937.

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