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- Title
The Arithmetic of Convolutions, Scale Mixtures, and Convolution Mixtures.
- Authors
Mazurkiewicz, G.; Borowiecka-Olszewska, M.; Malinowski, M. T.
- Abstract
Studies basic properties and characterizing theorems for probability distributions. Properties following from classical constructions such as convolution, scale mixture, and convolution mixture of distributions; Distributions of some stochastic integrals; Distribution of a sum of corresponding independent random variables.
- Subjects
THEORY of distributions (Functional analysis); FUNCTIONAL analysis; MATHEMATICAL convolutions; STOCHASTIC integrals; RANDOM variables; MATHEMATICS
- Publication
Journal of Mathematical Sciences, 2004, Vol 121, Issue 5, p2674
- ISSN
1072-3374
- Publication type
Article
- DOI
10.1023/B:JOTH.0000027033.17054.21