On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (Q3207850)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic difference equation and a representation of non–negative infinitely divisible random variables |
scientific article |
Statements
On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (English)
0 references
1979
0 references
stochastic difference equation
0 references
shot noise
0 references
infinite divisibility
0 references
group of affine transformations
0 references
random walk in a group
0 references
harmonic function
0 references
Poisson process
0 references
Levy-Hincin representation
0 references
central limit theorem
0 references
stable distributions
0 references
self-decomposable distributions
0 references
