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Remarks on compositions of some random integral mappings

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  • Jurek, Zbigniew J.

Abstract

The random integral mappings (some type of functionals of Lévy processes) are continuous homomorphisms between convolution subsemigroups of the semigroup of all infinitely divisible measures. Compositions of those random integrals (mappings) can be always expressed as another single random integral mapping. That fact is illustrated by some old and new examples.

Suggested Citation

  • Jurek, Zbigniew J., 2018. "Remarks on compositions of some random integral mappings," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 277-282.
    • Handle: RePEc:eee:stapro:v:137:y:2018:i:c:p:277-282
    DOI: 10.1016/j.spl.2018.01.026
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    References listed on IDEAS

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    1. Jurek, Zbigniew J., 2007. "Random integral representations for free-infinitely divisible and tempered stable distributions," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 417-425, February.
    2. Jurek, Zbigniew J., 2014. "Remarks on the factorization property of some random integrals," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 192-195.
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