Abstract
General results on series representations, involving arrival times in a Poisson process, are established for infinitely divisible Banach space valued random vectors without Gaussian components. Applying these results, various generalizations of LePage's representation are obtained in a unified way. Certain conditionally Gaussian infinitely divisible random vectors are characterized and some problems related to a Gaussian randomization method are investigated.
Citation
Jan Rosinski. "On Series Representations of Infinitely Divisible Random Vectors." Ann. Probab. 18 (1) 405 - 430, January, 1990. https://doi.org/10.1214/aop/1176990956
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