On a Class of Distributions Stable Under Random Summation
2012 ◽
Vol 49
(2)
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pp. 303-318
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Keyword(s):
We study a family of distributions that satisfy the stability-under-addition property, provided that the number ν of random variables in a sum is also a random variable. We call the corresponding property ν-stability and investigate the situation when the semigroup generated by the generating function of ν is commutative. Using results from the theory of iterations of analytic functions, we describe ν-stable distributions generated by summations with rational generating functions. A new case in this class of distributions arises when generating functions are linked with Chebyshev polynomials. The analogue of normal distribution corresponds to the hyperbolic secant distribution.
2012 ◽
Vol 49
(02)
◽
pp. 303-318
◽
2020 ◽
Vol DMTCS Proceedings, 28th...
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