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Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator

Probability 2010-08-13 v3

Abstract

We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.

Keywords

Cite

@article{arxiv.0910.1523,
  title  = {Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator},
  author = {Wolfgang Karcher and Hans-Peter Scheffler and Evgeny Spodarev},
  journal= {arXiv preprint arXiv:0910.1523},
  year   = {2010}
}

Comments

5 pages