Convolutions of generalized measures

• Main Authors: Kazimieras Padvelskis, Algimantas Bikelis
• Format: Article
• Language: English
• Published: Vilnius University Press 2009-12-01
• Series: Lietuvos Matematikos Rinkinys
• Subjects: compound Poisson distribution; Bergström’s identity; Grigelionis’ asymtotic expansion
• Online Access: https://www.journals.vu.lt/LMR/article/view/18037
• ISSN: 0132-2818; 2335-898X

The convolutions of probability distributions of independent random variables are analysed in this paper.