Discrete semi-stable distributions (Q1768097)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Discrete semi-stable distributions
scientific article

    Statements

    Discrete semi-stable distributions (English)
    0 references
    0 references
    14 March 2005
    0 references
    The author introduces and studies a concept of semi-stability for discrete distributions on the non-negative integers as a generalization of discrete stable distributions, which parallels the concept of semi-stable distributions on the real line. For discrete semi-stable random variables, a functional equation for the probability generating function is required to be fulfilled for a single parameter only. Discrete semi-stable distributions are shown to be infinitely divisible and to admit a certain canonical representation of their probability generating function. Further, a distributional equality using the Steutel and van Harn operator is shown to be characteristic for discrete semi-stability, from which the author deduces and studies discrete geometric semi-stable distributions by geometric randomization of a certain parameter, as well as corresponding limit theorems with discrete semi-stable limits. Examples based on Poisson mixtures with respect to a semi-stable distribution on the positive real line are also presented.
    0 references
    semi-stability
    0 references
    geometric semi-stability
    0 references
    infinite divisibility
    0 references
    discrete distributions
    0 references

    Identifiers