Markov processes with infinitely divisible limit distributions: some examples

DOI10.1016/0167-7152(89)90045-XzbMath0679.60068MaRDI QIDQ1822838

Gordon Simons, Douglas G. Kelly

Publication date: 1989

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

zbMATH Keywords

stationary distributionsinfinitely divisible limit distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Explicit stationary distributions for compositions of random functions and products of random matrices

Cites Work

• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Markov processes with infinitely divisible limit distributions: some examples