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Infinite divisibility of random variables and their integer parts

Lennart Bondesson, G. K. Kristiansen, Steutel, FW

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Abstract

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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What this paper is about

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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Available abstract

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.

Key concepts: Divisibility rule, Mathematics, Infinite divisibility, Integer (computer science), Random variable, Variable (mathematics), Combinatorics, Discrete mathematics

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