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• (New) 31 May 2012, Stochastics Seminar, Gregory Temnov

   Upcoming Events

• (New) 31 May 2012, Stochastics Seminar, Gregory Temnov
  Speaker: Gregory Temnov
  Title: On a class of distributions stable under random summation
  Date and time: Thursday 31 May 2012, 14:00
  Location: D1.113

  We study a family of distributions having a property of stability-under-addition, provided that the number (say, r) of random variables in a sum is also a random variable. We call the corresponding property r-stability and investigate the situation when the semigroup generated by the generating function of r is commutative. A new case in this class of distributions arises when generating functions are linked with Chebyshev polynomials. The random summation analogy of the normal distribution corresponds to the hyperbolic secant distribution. We analyse the link with classical stable distributions, as well as with some other families, and discuss the outlook for applications. Joint work with Lev B. Klebanov, Charles University Prague

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