Infinite divisibility of random variables and their integer parts

被引：25

作者：

Bondesson, L

Kristiansen, GK

Steutel, FW

机构：

[1] UPPSALA UNIV,DEPT MATH,S-75106 UPPSALA,SWEDEN

[2] UNIV COPENHAGEN,DEPT MATH,DK-2100 COPENHAGEN,DENMARK

[3] TECH UNIV EINDHOVEN,DEPT MATH & COMP SCI,5600 MB EINDHOVEN,NETHERLANDS

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 28卷 / 03期

关键词：

infinite divisibility; process with independent increments; stable processes; Mittag-Leffler distribution;

D O I：

10.1016/0167-7152(95)00135-2

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：

It is examined to what extent the infinite divisibility of a random variable X entails the infinite divisibility of its integer part [X] or vice versa. As a special case passage times are considered in processes with independent increments such as the positive stable processes and the Gamma process. In spite of some interesting relationships, the results tend to be rather negative.

引用

页码：271 / 278

页数：8

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