×

On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. (English) Zbl 0417.60073


MSC:

60H99 Stochastic analysis
60E07 Infinitely divisible distributions; stable distributions
60G50 Sums of independent random variables; random walks
60F05 Central limit and other weak theorems
PDFBibTeX XMLCite
Full Text: DOI