Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)

DOI10.1007/BF00334208zbMath0628.60009MaRDI QIDQ1093232

Zbigniew J. Jurek

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

convolution equations; infinitely divisible measures; Skorohod topology; Lévy class; random integral functionals

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60E05: Probability distributions: general theory

60H05: Stochastic integrals

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

Related Items

Random integral representations for free-infinitely divisible and tempered stable distributions, Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\), Semigroups of Upsilon transformations, Random integral representations for classes of limit distributions similar to Lévy class L₀, II

Cites Work

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• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
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• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
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• Infinitely divisible distributions similar to class L distributions
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Convergence of stochastic processes
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