Compositions of some random integral mappings (and a conjecture)

Compositions of some random integral mappings (and a conjecture)

Probability Seminar
Aug 28, 2019, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Zbigniew J. Jurek, University of Wroclaw
In the 1980's, the Lévy class L of self-decomposable distributions was characterized as distributions of some special random integrals. That led to more general theory applied to other classes of distributions. Random integral mappings (some type of functionals of Lévy processes) are continuous homomorphisms between convolution sub-semigroups of ID (the semigroup of all infinitely...