An infinitely divisible distribution on Euclidean space 
is a statistical
distribution that, for every positive integer 
,
is the statistical distribution of a
sum of 
independent
and identically distributed random vectors in
.
The common statistical distribution of
the summands may depend on 
(Winkel 2010, p. 5).
Infinitely Divisible Distribution
See also
Independent and Identically Distributed, Levy Process, Random Vector, Statistical DistributionExplore with Wolfram|Alpha
References
Winkel, M. Lévy Processes and Finance. Oxford, England: University of Oxford, lecture notes, 2010. https://www.stats.ox.ac.uk/~winkel/ms3b10.pdf.Cite this as:
Weisstein, Eric W. "Infinitely Divisible Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/InfinitelyDivisibleDistribution.html