A note on a composition of two random integral mappings $\J^\be$ and some examples
Probability
2022-08-02 v1
Abstract
A method of random integral representation, that is, a method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we show that a composition of two random integral mappings is again a random integral mapping. We illustrate our results on some examples.
Cite
@article{arxiv.0811.3750,
title = {A note on a composition of two random integral mappings $\J^\be$ and some examples},
author = {Agnieszka Czyzewska-Jankowska and Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:0811.3750},
year = {2022}
}
Comments
11 pages