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, L'evy 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.
F. Mainardi, S. Rogosin (2006). The origin of infinitely divisible distributions: from de Finetti's problem to L'evy-Khintchine formula. MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, 1, 37-55.
The origin of infinitely divisible distributions: from de Finetti's problem to L'evy-Khintchine formula
MAINARDI, FRANCESCO;
2006
Abstract
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, L'evy 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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
