Remarks on the factorization property of some random integrals

DOI10.1016/j.spl.2014.07.021zbMath1302.60088OpenAlexW2012351927MaRDI QIDQ467021

Zbigniew J. Jurek

Publication date: 3 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.021

zbMATH Keywords

Lévy processproduct measuresinfinite divisibilitytensor productrandom integralimage measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11) General integral transforms (44A05)

Related Items (1)

Remarks on compositions of some random integral mappings

Cites Work

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• The random integral representation conjecture: a quarter of a century later
• A class of multivariate infinitely divisible distributions related to arcsine density
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• Representation of certain infinitely divisible probability measures on Banach spaces
• An integral representation for selfdecomposable banach space valued random variables

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