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Teoriya Veroyatnostei i ee Primeneniya, 1958, Volume 3, Issue 2, Pages 197–200 (Mi tvp4930)  

This article is cited in 12 scientific papers (total in 12 papers)

Short Communications

Distribution of the Superposition of Infinitely Divisible Processes

V. M. Zolotarev

Moscow
Abstract: In this paper it is proved that for an arbitrary infinitely divisible process $\xi (t)$ and any non-negative infinitely divisible process $\eta(t)$ the distribution of their superposition $\xi(t)=\xi[\eta(t)]$ is also infinitely divisible. The corresponding spectral function $H(x)$ of that process (Levy function) is constructed. The second result is as follows: If in the sum $\zeta(t)=\xi_1+\cdots+\xi_{\eta(t)}$ all random variables are independent, process $\eta(t)$ has an infinitely divisible distribution, and the random variable $\xi_i$ satisfies condition $(V)$, then the distribution $\zeta(t)$ is infinitely divisible.
Received: 25.03.1958
English version:
Theory of Probability and its Applications, 1958, Volume 3, Issue 2, Pages 185–188
DOI: https://doi.org/10.1137/1103017
Document Type: Article
Language: Russian
Citation: V. M. Zolotarev, “Distribution of the Superposition of Infinitely Divisible Processes”, Teor. Veroyatnost. i Primenen., 3:2 (1958), 197–200; Theory Probab. Appl., 3:2 (1958), 185–188
Citation in format AMSBIB
\Bibitem{Zol58}
\by V.~M.~Zolotarev
\paper Distribution of the Superposition of Infinitely Divisible Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1958
\vol 3
\issue 2
\pages 197--200
\mathnet{http://mi.mathnet.ru/tvp4930}
\transl
\jour Theory Probab. Appl.
\yr 1958
\vol 3
\issue 2
\pages 185--188
\crossref{https://doi.org/10.1137/1103017}
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  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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