4 resultados para Mathematical representations

em Bulgarian Digital Mathematics Library at IMI-BAS


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*Research partially supported by INTAS grant 97-1644.

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Let (Xi ) be a sequence of i.i.d. random variables, and let N be a geometric random variable independent of (Xi ). Geometric stable distributions are weak limits of (normalized) geometric compounds, SN = X1 + · · · + XN , when the mean of N converges to infinity. By an appropriate representation of the individual summands in SN we obtain series representation of the limiting geometric stable distribution. In addition, we study the asymptotic behavior of the partial sum process SN (t) = ⅀( i=1 ... [N t] ) Xi , and derive series representations of the limiting geometric stable process and the corresponding stochastic integral. We also obtain strong invariance principles for stable and geometric stable laws.

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Some relationships between representations of a hypergroup X, its algebras, and positive definite functions on X are studied. Also, various types of convergence of positive definite functions on X are discussed.

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* The author was supported by NSF Grant No. DMS 9706883.