Geometrically strictly semistable laws as the limit laws
Marek T. Malinowski
Discussiones Mathematicae Probability and Statistics, Tome 27 (2007), p. 79-97 / Harvested from The Polish Digital Mathematics Library
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A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable Xp such that X=d∑k=1T(p)Xp,k, where Xp,k’s are i.i.d. copies of Xp, and random variable T(p) independent of Xp,1,Xp,2,... has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions. We show that they are limit laws for random and deterministic sums of independent random variables.

Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:277030 
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Marek T. Malinowski. Geometrically strictly semistable laws as the limit laws. Discussiones Mathematicae Probability and Statistics, Tome 27 (2007) pp. 79-97. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1089/

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