LévyKhintchineformeln
The Lévy-Khinchine theorem is a fundamental result in probability theory that characterizes the set of all infinitely divisible probability distributions on the real line. An infinitely divisible distribution is one that can be represented as the distribution of the sum of n independent and identically distributed random variables for any positive integer n. This means that such a distribution can be "divided" into any number of independent and identical parts.
The theorem states that a probability distribution is infinitely divisible if and only if its characteristic
The Lévy-Khinchine formula provides a concrete way to construct and identify infinitely divisible distributions. It is