| Título: | Infinitely Divisible Random Probability Distributions with an Application to a Random Motion in a Random Environment |
| Autores: |
Shiga, Tokuzo; Tokyo Institute of Technology Tanaka, Hiroshi; Keio University |
| Fecha: | 2006-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
random probability distribution ; infinite divisibility ; random environment ; Lévy-Khintchin representation ; Lévy-Itô représentation 60K37; 60G57; 60G09;60E07 |
| Descripción: | The infinite divisibility of probability distributions on the space $P (R )$ of probability distributions on $R$ is defined and related fundamental results such as the Levy-Khintchin formula, representation of Ito type of infinitely divisible RPD, stable RPD and Levy processes on $P (R )$ are obtained. As an application we investigate limiting behaviors of a simple model of a particle motion in a random environment |
| Idioma: | No aplica |
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