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On a Class of Distributions Stable Under Random Summation
2012
Journal of Applied Probability
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
doi:10.1017/s0021900200009104
fatcat:mhjvjk7mbjdllbdyiiigtbomky