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Infinitely Divisible Random Probability Distributions with an Application to a Random Motion in a Random Environment

   
@article{EJP380,
	author = {Tokuzo Shiga and Hiroshi Tanaka},
	title = {Infinitely Divisible Random Probability Distributions with an Application to a Random Motion in a Random Environment},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {11},
	year = {2006},
	keywords = {random probability distribution ; infinite divisibility ; random environment ; Lévy-Khintchin representation ; Lévy-Itô représentation},
	abstract = {The infinite divisibility of probability distributions on the space $P (R )$ of probability distributions on $R$ is defined and related fundamental results such as the Levy-Khintchin formula, representation of Ito type of infinitely divisible RPD, stable RPD and Levy processes on $P (R )$ are obtained. As an application we investigate limiting behaviors of a simple model of a particle motion in a random environment},
	pages = {no. 44, 1144-1183},
	issn = {1083-6489},
	doi = {10.1214/EJP.v11-380},    
        url = {http://ejp.ejpecp.org/article/view/380}}