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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1958 Volume 3, Issue 2, Pages 197–200 (Mi tvp4930)

This article is cited 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, 3:2, 185–188


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