Probability, Statistics, and Stochastic Processes
3.10.4 The Multivariate Normal Distribution 233 3.10.5 Convolution 235 3.11 Generating Functions 238 3.11.1 The Probability Generating Function 238 3.11.2 The Moment Generating Function 244 3.12 The Poisson Process 248 3.12.1 Thinning and Superposition 252 4 Limit Theorems 271 4.1 Introduction 271 4.2 The Law of Large Numbers 272
Processes, Statistics, Probability, Multivariate, Stochastic, And stochastic processes
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