Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures
The equation X 1 X 2 W( X 1 + X 2 )with W uniform (0,1) distributed and W,X 1 and X 2 independent, is generalized in several directions. Most importantly, a generalized multiplication operation is used in which subcritical branching processes, both with discrete and continuous state space, play an important role. The solutions of the equations so obtained are related to the concepts of self-decomposability and stability, both in the classical and in an extended sense. The solutions for R + -valued random variables are obtained from those for Z + -valued random variables by way of Poisson mixtures. There are also some new results on (generalized) unimodality.
원문보기 무료다운로드 유료다운로드
- 유료 원문 정보가 존재하지 않습니다.
NDSL에서는 해당 원문을 복사서비스하고 있습니다. 아래의 원문복사신청 또는 장바구니 담기를 통하여 원문복사서비스 이용이 가능합니다.