Infinitely divisible random probability distributions with an application to a random motion in a random environment
نویسندگان
چکیده
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 Lévy-Khintchin formula, representation of Itô type of infinitely divisible RPD, stable RPD and Lévy 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
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