A random integral calculus on generalized \(s\)-selfdecomposable probability measures

DOI10.1007/s13171-013-0038-8zbMath1322.60141arXiv1010.0131OpenAlexW2159286125MaRDI QIDQ2257016

Zbigniew J. Jurek

Publication date: 23 February 2015

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0131

zbMATH Keywords

Banach spacesLévy processinfinite divisibilityLévy-Khintchine formulauniform distributionsrandom integralsgeneralized \(s\)-selfdecomposable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Convergence of probability measures (60B10) Stochastic analysis (60H99) Probability theory on linear topological spaces (60B11)

Cites Work

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• Quantile clocks
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• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• Random integral representations for classes of limit distributions similar to Lévy class L₀, II
• An integral representation for selfdecomposable banach space valued random variables

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