On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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Publication:3207850
DOI10.2307/1426858zbMath0417.60073MaRDI QIDQ3207850
Publication date: 1979
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426858
harmonic function; central limit theorem; stable distributions; Poisson process; infinite divisibility; shot noise; stochastic difference equation; group of affine transformations; self-decomposable distributions; Levy-Hincin representation; random walk in a group
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60H99: Stochastic analysis
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