A class of infinitely divisible distributions connected to branching processes and random walks

被引:3
|
作者
Bondesson, L
Steutel, F
机构
[1] Eindhoven Univ Technol, Dept Math & Comp Sci, NL-5600 MB Eindhoven, Netherlands
[2] Umea Univ, Dept Math Stat, SE-90187 Umea, Sweden
关键词
infinite divisibility; branching processes; random walk; first passage time; Burmann-Lagrange formula; negative binomial distribution; borel distribution; Lambert's W; complete monotonicity;
D O I
10.1016/j.jmaa.2004.03.018
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A class of infinitely divisible distributions on {0, 1, 2,...} is defined by requiring the (discrete) Levy function to be equal to the probability function except for a very simple factor. These distributions turn out to be special cases of the total offspring distributions in (sub)critical branching processes and can also be interpreted as first passage times in certain random walks. There are connections with Lambert's W function and generalized negative binomial convolutions. (C) 2004 Elsevier Inc. All rights reserved.
引用
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页码:134 / 143
页数:10
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