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


 
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1. Title Title of document Infinitely Divisible Random Probability Distributions with an Application to a Random Motion in a Random Environment
 
2. Creator Author's name, affiliation, country Tokuzo Shiga; Tokyo Institute of Technology
 
2. Creator Author's name, affiliation, country Hiroshi Tanaka; Keio University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) random probability distribution ; infinite divisibility ; random environment ; Lévy-Khintchin representation ; Lévy-Itô représentation
 
3. Subject Subject classification 60K37; 60G57; 60G09;60E07
 
4. Description 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
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) JSPS Grand-In-Aid-Kiban (C) 16540097
 
7. Date (YYYY-MM-DD) 2006-12-07
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/380
 
10. Identifier Digital Object Identifier 10.1214/EJP.v11-380
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 11
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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