Random integral representations for classes of limit distributions similar to Lévy class L0, II

DOI10.1017/S0027763000001392zbMath0672.60010OpenAlexW3021567793MaRDI QIDQ3825824

Zbigniew J. Jurek

Publication date: 1989

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000001392

zbMATH Keywords

Lévy processGaussian measuresinfinitely divisible measuresstrictly stable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (10)

Exponential bounds of ruin probabilities for non-homogeneous risk models ⋮ Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes ⋮ A note on a bivariate gamma distribution ⋮ The random integral representation conjecture: a quarter of a century later ⋮ Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions ⋮ Quantile clocks ⋮ Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\) ⋮ A random integral calculus on generalized \(s\)-selfdecomposable probability measures ⋮ Classes of Infinitely Divisible Distributions and Examples

Cites Work

• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
• Exponential moments of vector valued random series and triangular arrays
• An integral representation for selfdecomposable banach space valued random variables

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