Markov processes with infinitely divisible limit distributions: some examples

DOI10.1016/0167-7152(89)90045-XMaRDI QIDQ1822838zbMATH OpenFDO

Authors Gordon Simons, Douglas G. Kelly

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

stationary distributionsinfinitely divisible limit distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 3940346 (Why is no real title available?)
• scientific article; zbMATH DE number 3946363 (Why is no real title available?)
• scientific article; zbMATH DE number 3951681 (Why is no real title available?)
• scientific article; zbMATH DE number 3953956 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables

Cited in

(4)

• On positively divisible non-Markovian processes
• scientific article; zbMATH DE number 4013687 (Why is no real title available?)
• Explicit stationary distributions for compositions of random functions and products of random matrices
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