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

DOI10.1007/BF00334208zbMATH Open0628.60009OpenAlexW4235555051MaRDI QIDQ1093232FDOQ1093232

Authors: Zbigniew J. Jurek 

Publication date: 1988

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334208

Recommendations

• scientific article; zbMATH DE number 4080484
• Random integral representations for classes of limit distributions similar to Lévy class L₀, II
• scientific article; zbMATH DE number 434655
• scientific article; zbMATH DE number 3923746
• scientific article; zbMATH DE number 3415164
• scientific article; zbMATH DE number 3334719
• Random integral representations for free-infinitely divisible and tempered stable distributions
• scientific article; zbMATH DE number 1337243
• Nonprobabilistic infinitely divisible distributions: the Lévy-Khinchin representation, limit theorems
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

zbMATH Keywords

convolution equationsinfinitely divisible measuresSkorohod topologyrandom integral functionalsLévy class

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Title not available (Why is that?)
• Convergence of stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Title not available (Why is that?)
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• An integral representation for selfdecomposable banach space valued random variables
• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Title not available (Why is that?)
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• Class L of multivariate distributions and its subclasses
• Title not available (Why is that?)
• Limit distributions and one-parameter groups of linear operators on Banach spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Infinitely divisible distributions similar to class L distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (23)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Urbanik type subclasses of free-infinitely divisible transforms
• Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions
• Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
• Fractional integrals and extensions of selfdecomposability
• Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\)
• Classes of infinitely divisible distributions and examples
• Title not available (Why is that?)
• The random integral representation conjecture: a quarter of a century later
• Title not available (Why is that?)
• Random integral representations for free-infinitely divisible and tempered stable distributions
• A random integral calculus on generalized \(s\)-selfdecomposable probability measures
• A note on a bivariate gamma distribution
• Fixed points of mappings of infinitely divisible distributions on
• Semigroups of Upsilon transformations
• Random integral representations for classes of limit distributions similar to Lévy class L₀, II
• \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
• Quantile clocks
• A Note on a Composition of Two Random Integral Mappings ^βand Some Examples
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings

This page was built for publication: Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1093232)