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scientific article; zbMATH DE number 176896
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scientific article; zbMATH DE number 176896 |
Statements
18 May 1993
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polynomials in random variables
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infinitely divisible distribution
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0.7958669662475586
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0.7622915506362915
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[For the entire collection see Zbl 0755.00022.] Let \(X\) be a random variable with infinitely divisible distribution and let \(p\) be a polynomial of degree \(k\). The authors show that, if \(X\) has a standard normal distribution, then the distribution of \(p(X)\) is again infinitely divisible if \(k\leq 2\); for \(k=3\) a counterexample is given. If \(X\) takes its values in the set of nonnegative integers, then only degree 1 polynomials in \(X\) are infinitely divisible.
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