Quasiregular stochastic convolutions (Q809464)
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scientific article; zbMATH DE number 4213115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasiregular stochastic convolutions |
scientific article; zbMATH DE number 4213115 |
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Quasiregular stochastic convolutions (English)
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1989
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The author introduces the concept of the quasiregular stochastic convolution of probability distributions. This concept is an extension of the concept of \textit{K. Urbanik}'s regular generalized convolution [Stud. Math. 23, 217-245 (1964; Zbl 0171.395)]. The typical example of a nonregular but quasiregular convolution corresponds to taking the maximum of two independent random variables. The main results of the paper deal with infinite divisibility with respect to the quasiregular convolution.
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compactness of set of divisors
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Levy-Khinchin formula
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quasiregular stochastic convolution
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infinite divisibility
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