About atomless random measures on -rings

DOI10.1016/J.SPL.2020.108805zbMATH Open1455.60068OpenAlexW3027580752MaRDI QIDQ2006753FDOQ2006753

Authors: Yanyan Li 

Publication date: 12 October 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108805

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zbMATH Keywords

infinite divisibilitystochastic integralsindependently scattered random measures\( \delta \)-ringsatomless random measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random measures (60G57)

Cites Work

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• Spectral representations of infinitely divisible processes
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• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Operator scaling stable random fields
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• Probability theory. A comprehensive course
• Multivariate operator-self-similar random fields
• Operator-stable and operator-self-similar random fields
• On stochastic set functions. I
• On stochastic set functions. II
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• Multi operator-stable random measures and fields
• Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings
• Extension of multiplicative set functions with values in a Banach algebra

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