On V-infinitely divisible distributions

被引:0
|
作者
Volkovich, V [1 ]
机构
[1] INT COLL ISRAEL,KARMIEL,ISRAEL
关键词
infinitely divisible laws; V-infinitely divisible measures; stable distributions; Linnik distributions; stochastic convolutions;
D O I
10.1137/1140054
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we consider an extension of the set of infinitely divisible measures on the real line by means of centering by Gaussian laws. Connections of these measures are shown with characterization problems, Linnik distributions, superstable measures, and stochastic convolutions.
引用
收藏
页码:503 / 517
页数:15
相关论文
共 50 条