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

DOI10.1214/EJP.V11-380zbMATH Open1127.60051MaRDI QIDQ2461950FDOQ2461950

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

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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)

Cited In (5)

• Quenched limit theorems for nearest neighbour random walks in 1D random environment
• Infinitely divisible random transition probabilities with application to dependent Markov chains
• 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
• Weak quenched limiting distributions for transient one-dimensional random walk in a random environment

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