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

composition semigroupinfinitely divisible and stable distributionsrandom stabilitythinned renewal process

Mathematics Subject Classification ID

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

Review text

The author considers a general theory of \(N\)-divisibility and \(N\)-stability when \(E(N) <\infty\). This is based on a representation of the probability generating function (p.g.f) of \(N\) in terms of its limiting Laplace-Stieltjes transform \(\ell\). Further the author analyzes certain topological semigroups of such p.g.f.'s and extends the existing characterizations of \(N\)-divisible and \(N\)-stable laws in terms of \(\ell\). These results are applied to thinned renewal processes, subordinated Lévy and stable processes.

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