Infinite divisibility of random variables and their integer parts
Lennart Bondesson, G. K. Kristiansen, Steutel, FW
Abstract
Lennart Bondesson, G. K. Kristiansen, Steutel, FW
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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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