Remarks on compositions of some random integral mappings

DOI10.1016/j.spl.2018.01.026zbMath1406.60029arXiv2010.00328OpenAlexW2793160166MaRDI QIDQ1640967

Zbigniew J. Jurek

Publication date: 14 June 2018

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

Full work available at URL: https://arxiv.org/abs/2010.00328

zbMATH Keywords

Euclidean spaceinfinite divisibilitytensor productimage measuresrandom integralsLévy (spectral) measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11) General integral transforms (44A05)

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Cites Work

• The random integral representation conjecture: a quarter of a century later
• Remarks on the factorization property of some random integrals
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• Random integral representations for free-infinitely divisible and tempered stable distributions
• Factorization Property of Generalized s-Selfdecomposable Measures and Class $L^f$ Distributions
• An integral representation for selfdecomposable banach space valued random variables
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