Vervaat, Wim On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. (English) Zbl 0417.60073 Adv. Appl. Probab. 11, 750-783 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 ReviewsCited in 208 Documents MSC: 60H99 Stochastic analysis 60E07 Infinitely divisible distributions; stable distributions 60G50 Sums of independent random variables; random walks 60F05 Central limit and other weak theorems Keywords:stochastic difference equation; shot noise; infinite divisibility; group of affine transformations; random walk in a group; harmonic function; Poisson process; Levy-Hincin representation; central limit theorem; stable distributions; self-decomposable distributions PDF BibTeX XML Cite \textit{W. Vervaat}, Adv. Appl. Probab. 11, 750--783 (1979; Zbl 0417.60073) Full Text: DOI OpenURL