Infinite divisibility of random variables and their integer parts (Q1922251)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite divisibility of random variables and their integer parts |
scientific article |
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Infinite divisibility of random variables and their integer parts (English)
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15 September 1996
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How is the infinite divisibility of a random variable \(X\) related to the infinite divisibility of its integer part \(\lfloor X\rfloor\)? Several examples are given, with special attention to passage times of processes with stationary and independent increments.
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infinite divisibility
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log-convexity
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passage times
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Mittag-Leffler distribution
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