Infinite divisibility of random variables and their integer parts

Lennart Bondesson, Gundorph K. Kristiansen and Fred W. Steutel

Statistics & Probability Letters, 1996, vol. 28, issue 3, 271-278

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.

Keywords: Infinite; divisibility; Process; with; independent; increments; Stable; processes; Mittag-Leffler; distribution (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (7)

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