Infinitely divisible processes with interchangeable increments and random measures under convolution

DOI10.1007/BF00535843zbMath0296.60020MaRDI QIDQ4049855

Olav Kallenberg

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic processes (60G99) Foundations of stochastic processes (60G05)

Related Items (4)

Decomposition of stationary \(\alpha\)-stable random fields. ⋮ Scaling limit of stochastic dynamics in classical continuous systems ⋮ A generalization of poisson point processes with application to a classical limit theorem ⋮ De Finetti's contribution to probability and statistics

Cites Work

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• Series of random processes without discontinuities of the second kind
• Infinitely divisible stochastic processes
• Characterization and convergence of random measures and point processes
• Canonical representations and convergence criteria for processes with interchangeable increments
• Path properties of processes with independent and interchangeable increments

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