- Tytuł:
- On some limit distributions for geometric random sums
- Autorzy:
- Malinowski, Marek
- Tematy:
-
random sum
infinite divisibility
semistability
geometric infinite divisibility
geometric stability
geometric semistability
characteristic function
limit distribution
Lévy process - Pokaż więcej
- Data publikacji:
- 2008
- Powiązania:
- https://bibliotekanauki.pl/articles/729662.pdf Link otwiera się w nowym oknie
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2008, 28, 2; 247-266
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Opis:
- We define and give the various characterizations of a new subclass of geometrically infinitely divisible random variables. This subclass, called geometrically semistable, is given as the set of all these random variables which are the limits in distribution of geometric, weighted and shifted random sums. Introduced class is the extension of, considered until now, classes of geometrically stable [5] and geometrically strictly semistable random variables [10]. All the results can be straightforward transfered to the case of random vectors in $ℝ^d$.
- Dostawca treści:
- Biblioteka Nauki
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