Composition semigroups and random stability

DOI10.1214/AOP/1065725189MaRDI QIDQ2565364zbMATH OpenOpenAlexFDO

Authors John Bunge

Publication date 3 February 1998

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1065725189

zbMATH Keywords

random stabilitycomposition semigroupinfinitely divisible and stable distributionsthinned renewal process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

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Cited in

(13)

• On a class of distributions stable under random summation
• Limit distributions for doubly stochastically rarefied renewal processes and their properties
• Weak limits for multivariate random sums
• Generalized negative binomial distributions as mixed geometric laws and related limit theorems
• Discrete semistable probability distributions
• scientific article; zbMATH DE number 4129729 (Why is no real title available?)
• Limit distributions of random sums of \(\mathbb{Z}_{+}\)-valued random variables
• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
• A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
• Stability for random measures, point processes and discrete semigroups
• Mittag-Leffler process
• Local prelimit theorems and their applications to finance
• Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations

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