On Series Representations of Infinitely Divisible Random Vectors

Rosinski, Jan

Rosinski, Jan

Ann. Probab., Tome 18 (1990) no. 4, p. 405-430 / Harvested from Project Euclid

Résumé

General results on series representations, involving arrival times in a Poisson process, are established for infinitely divisible Banach space valued random vectors without Gaussian components. Applying these results, various generalizations of LePage's representation are obtained in a unified way. Certain conditionally Gaussian infinitely divisible random vectors are characterized and some problems related to a Gaussian randomization method are investigated.

Publié le : 1990-01-14
Classification: B12, E07, Infinitely divisible distributions, series representations, shot noise random variables

@article{1176990956,
     author = {Rosinski, Jan},
     title = {On Series Representations of Infinitely Divisible Random Vectors},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 405-430},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990956}
}

Rosinski, Jan. On Series Representations of Infinitely Divisible Random Vectors. Ann. Probab., Tome 18 (1990) no. 4, pp.  405-430. http://gdmltest.u-ga.fr/item/1176990956/