Random Integral Representations for Classes of Limit Distributions Similar to Levy Class L(O).

Abstract

For a linear operator Q, on a Banach space E, and a real number beta, there are introduced classes, mu sub beta (O), of some limit distributions such that mu sub O(I) coincides with the Levy class LO. Elements from mu sub beta (Q) are characterized in terms of convolution equations and as probability distributions of some random integral functionals. The continuity and fix points of this random mapping is studied. It is shown that fix points coincide with the class of Q-stable measures. Keywords: Levy class LO, Infinitely divisible measures; Random integrals; Skorohod topology.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1985
Accession Number
ADA161413

Entities

People

  • Zbigniew J. Jurek

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Banach Space
  • Continuity
  • Convolution
  • Cooperation
  • Equations
  • Integrals
  • Mathematics
  • Numbers
  • Probability
  • Probability Distributions
  • Random Variables
  • Real Numbers
  • Topology

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.

Technology Areas

  • Space