- Tytuł:
- Geometrically strictly semistable laws as the limit laws
- Autorzy:
- Malinowski, Marek
- Tematy:
-
infinite divisibility
geometric infinite divisibility
geometric semistability
random sums
limit laws
characteristic function - Pokaż więcej
- Data publikacji:
- 2007
- Powiązania:
- https://bibliotekanauki.pl/articles/729998.pdf Link otwiera się w nowym oknie
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2007, 27, 1-2; 79-97
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Opis:
- A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable $X_p$ such that $X\stackrel{d}{=} ∑_{k=1}^{T(p)}X_{p,k}$, where $X_{p,k}$'s are i.i.d. copies of $X_p$, and random variable T(p) independent of ${X_{p,1},X_{p,2},...}$ has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions. We show that they are limit laws for random and deterministic sums of independent random variables.
- Dostawca treści:
- Biblioteka Nauki
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