Infinitely divisible random probability distributions with an application to a random motion in a random environment

DOI10.1214/EJP.V11-380MaRDI QIDQ2461950zbMATH OpenFDO

Authors Tokuzo Shiga, Hiroshi Tanaka

Publication date 23 November 2007

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/128207

zbMATH Keywords

Lévy-Khintchin formulaLévy-Itô representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random measures (60G57) Exchangeability for stochastic processes (60G09)

Recommendations

• A class of infinitely divisible distributions connected to branching processes and random walks
• scientific article; zbMATH DE number 446477
• scientific article; zbMATH DE number 4203351
• Infinitely divisible random transition probabilities with application to dependent Markov chains
• Infinitely divisible distributions arising from first crossing times and related results
• scientific article; zbMATH DE number 897228
• scientific article; zbMATH DE number 1303943
• scientific article; zbMATH DE number 3923757
• Random variables with infinitely divisible distributions and symmetric spaces

Cited in

(5)

• Quenched limit theorems for nearest neighbour random walks in 1D random environment
• Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
• The Lévy-Itô decomposition of sample paths of Lévy processes with values in the space of probability measures
• A class of infinitely divisible distributions connected to branching processes and random walks
• Infinitely divisible random transition probabilities with application to dependent Markov chains

This page was built for publication: Infinitely divisible random probability distributions with an application to a random motion in a random environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2461950)