Infinite divisibility of random variables and their integer parts

L. Bondesson; G.K. Kristiansen; F.W. Steutel

doi:10.1016/0167-7152(95)00135-2

Infinite divisibility of random variables and their integer parts

L. Bondesson, G.K. Kristiansen, F.W. Steutel

Mathematics and Computer Science

Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review

24 Citaten (Scopus)

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It is examined to what extent the infinite divisibility of a random variable X entails the infinite divisibility of its integer part [X] or vice versa. As a special case passage times are considered in processes with independent increments such as the positive stable processes and the Gamma process. In spite of some interesting relationships, the results tend to be rather negative.

Originele taal-2	Engels
Pagina's (van-tot)	271-278
Tijdschrift	Statistics and Probability Letters
Volume	28
Nummer van het tijdschrift	3
DOI's	https://doi.org/10.1016/0167-7152(95)00135-2
Status	Gepubliceerd - 1996

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10.1016/0167-7152(95)00135-2

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AB - It is examined to what extent the infinite divisibility of a random variable X entails the infinite divisibility of its integer part [X] or vice versa. As a special case passage times are considered in processes with independent increments such as the positive stable processes and the Gamma process. In spite of some interesting relationships, the results tend to be rather negative.

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Infinite divisibility of random variables and their integer parts

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