Infinitely divisible processes with interchangeable increments and random measures under convolution

DOI10.1007/BF00535843MaRDI QIDQ4049855zbMATH OpenFDO

Authors Olav Kallenberg

Publication date 1975

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00535843

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Foundations of stochastic processes (60G05) Stochastic processes (60G99)

Cites work

• Canonical representations and convergence criteria for processes with interchangeable increments
• Characterization and convergence of random measures and point processes
• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 3538604 (Why is no real title available?)
• scientific article; zbMATH DE number 3451228 (Why is no real title available?)
• Infinitely divisible stochastic processes
• Path properties of processes with independent and interchangeable increments
• Series of random processes without discontinuities of the second kind

Cited in

(4)

• Scaling limit of stochastic dynamics in classical continuous systems
• De Finetti's contribution to probability and statistics
• Decomposition of stationary \(\alpha\)-stable random fields.
• A generalization of poisson point processes with application to a classical limit theorem

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