Infinite divisibility (probability) (source code)

= Infinite divisibility
{disambiguate=probability}
{title2=$\mu=\mu_n^{*n}\quad\text{for every }n\ge1$}
{wiki}

= Infinitely divisible distribution
{synonym}

A <probability distribution> is infinitely divisible if, for every positive integer $n$, it is the distribution of a sum of $n$ <independent and identically distributed> <random variables>. Their common distribution may depend on $n$. A <normal distribution> has this property by dividing its <mean> and <variance> by $n$; a <Poisson distribution> has it by dividing its rate. The unit-time law of a <Lévy process> is infinitely divisible because it is the sum of its increments on $n$ equal time intervals.