On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (Q3207850)
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scientific article; zbMATH DE number 3649777
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| English | On a stochastic difference equation and a representation of non–negative infinitely divisible random variables |
scientific article; zbMATH DE number 3649777 |
Statements
On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (English)
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1979
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stochastic difference equation
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shot noise
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infinite divisibility
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group of affine transformations
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random walk in a group
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harmonic function
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Poisson process
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Levy-Hincin representation
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central limit theorem
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stable distributions
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self-decomposable distributions
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